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Parameter	Value	t-statistic
m window Rolling window length	81
α ARCH Response to squared shocks	0.3980	13.51***
β GARCH Volatility persistence	0.4221	23.62***
γ leverage Additional response to negative shocks	-0.1262	-2.96***
λ₁ tau intercept Baseline long-term coefficient	2.8565	0.70
λ₂ forecast adj. Forecast performance sensitivity	0.3120	7.16***
λ₃ tau persistence Long-term factor persistence	0.6880	7.73***

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Vivakor Inc MF2-GARCH Volatility Analysis

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