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Parameter	Value	t-statistic
m window Rolling window length	81
α ARCH Response to squared shocks	0.5347	22.46***
β GARCH Volatility persistence	0.1734	4.57***
γ leverage Additional response to negative shocks	-0.5000	-16.40***
λ₁ tau intercept Baseline long-term coefficient	5.0967	0.23
λ₂ forecast adj. Forecast performance sensitivity	0.0767	0.24
λ₃ tau persistence Long-term factor persistence	0.8699	1.65*

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Tron Inc MF2-GARCH Volatility Analysis

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Volatility Forecast

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