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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	26
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.0000	0.00
γ leverage Additional response to negative shocks	0.5000	13.95***
λ₁ tau intercept Baseline long-term coefficient	10.0000	5.05***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.0922	0.81

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Defiance BMNR Option Income ETF MF2-GARCH Volatility Analysis

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