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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	51
α ARCH Response to squared shocks	0.3264	14.93***
β GARCH Volatility persistence	0.0000	0.00
γ leverage Additional response to negative shocks	-0.3264	-14.67***
λ₁ tau intercept Baseline long-term coefficient	3.1437	0.15
λ₂ forecast adj. Forecast performance sensitivity	1.0000	0.17
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

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United Maritime Corp MF2-GARCH Volatility Analysis

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