{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	111
α ARCH Response to squared shocks	0.2938	0.02
β GARCH Volatility persistence	0.7093	60.90***
γ leverage Additional response to negative shocks	-0.2938	-0.01
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.03
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.9372	1.88*

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