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Parameter	Value	t-statistic
m window Rolling window length	61
α ARCH Response to squared shocks	0.0531	18.89***
β GARCH Volatility persistence	0.0000	0.02
γ leverage Additional response to negative shocks	0.3829	36.80***
λ₁ tau intercept Baseline long-term coefficient	10.0000	5.13***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.7236	24.25***

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VenHub Global Inc MF2-GARCH Volatility Analysis

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