{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1565	4.62***
α ARCH Response to squared shocks	0.1334	12.51***
β GARCH Volatility persistence	0.8648	133.24***
γ leverage Additional response to negative shocks	0.0035	0.15

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