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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	61
α ARCH Response to squared shocks	0.2732	68.00***
β GARCH Volatility persistence	0.6921	138.67***
γ leverage Additional response to negative shocks	-0.2732	-65.15***
λ₁ tau intercept Baseline long-term coefficient	0.0000	4.00***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	5.00***
λ₃ tau persistence Long-term factor persistence	0.0002	9.10***

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VenHub Global Inc MF2-GARCH Volatility Analysis

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