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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.2012	14.08***
β GARCH Volatility persistence	0.5950	35.76***
γ leverage Additional response to negative shocks	0.0156	0.71
λ₁ tau intercept Baseline long-term coefficient	0.0456	1.43
λ₂ forecast adj. Forecast performance sensitivity	0.0142	1.63
λ₃ tau persistence Long-term factor persistence	0.9755	64.34***

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Tate & Lyle Plc MF2-GARCH Volatility Analysis

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