{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	0.2718	4.55***
β GARCH Volatility persistence	0.7352	285.38***
γ leverage Additional response to negative shocks	-0.2718	-2.93***
λ₁ tau intercept Baseline long-term coefficient	10.0000	5.63***
λ₂ forecast adj. Forecast performance sensitivity	0.0014	3.09***
λ₃ tau persistence Long-term factor persistence	0.7563	80.81***

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