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Parameter	Value	t-statistic
m window Rolling window length	71
α ARCH Response to squared shocks	0.1019	17.89***
β GARCH Volatility persistence	0.6766	60.38***
γ leverage Additional response to negative shocks	0.0916	11.26***
λ₁ tau intercept Baseline long-term coefficient	0.0232	2.23**
λ₂ forecast adj. Forecast performance sensitivity	0.0350	3.63***
λ₃ tau persistence Long-term factor persistence	0.9589	77.32***

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John Wiley & Sons Inc MF2-GARCH Volatility Analysis

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