{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9060	12.67***
α ARCH Response to squared shocks	0.1405	22.11***
β GARCH Volatility persistence	0.7832	192.72***
γ leverage Additional response to negative shocks	0.1525	11.55***

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