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Parameter	Value	t-statistic
m window Rolling window length	56
α ARCH Response to squared shocks	0.5038	70.78***
β GARCH Volatility persistence	0.2370	76.16***
γ leverage Additional response to negative shocks	0.5000	27.20***
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.68
λ₂ forecast adj. Forecast performance sensitivity	0.0314	0.54
λ₃ tau persistence Long-term factor persistence	0.9686	9.94***

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VenHub Global Inc MF2-GARCH Volatility Analysis

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