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Parameter	Value	t-statistic
m window Rolling window length	71
α ARCH Response to squared shocks	0.3561	6.71***
β GARCH Volatility persistence	0.0483	2.74***
γ leverage Additional response to negative shocks	-0.2804	-4.65***
λ₁ tau intercept Baseline long-term coefficient	7.3267	0.14
λ₂ forecast adj. Forecast performance sensitivity	0.3304	0.19
λ₃ tau persistence Long-term factor persistence	0.4129	0.11

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Viking Therapeutics Inc MF2-GARCH Volatility Analysis

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