{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.2011	1.71*
β GARCH Volatility persistence	0.8099	143.70***
γ leverage Additional response to negative shocks	-0.2007	-1.34
λ₁ tau intercept Baseline long-term coefficient	9.9423	2.80***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.6561	11.26***

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