{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	116
α ARCH Response to squared shocks	0.2158	1.75*
β GARCH Volatility persistence	0.7906	139.60***
γ leverage Additional response to negative shocks	-0.0287	-0.12
λ₁ tau intercept Baseline long-term coefficient	0.6480	3.58***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.9971	307.85***

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