{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.2833	2.16**
β GARCH Volatility persistence	0.7451	198.16***
γ leverage Additional response to negative shocks	-0.0661	-0.25
λ₁ tau intercept Baseline long-term coefficient	7.2644	3.09***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.02
λ₃ tau persistence Long-term factor persistence	0.9966	1,066.99***

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