{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.8289	11.36***
α ARCH Response to squared shocks	0.1128	26.91***
β GARCH Volatility persistence	0.7818	430.53***
γ leverage Additional response to negative shocks	0.2067	29.11***

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