{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	36
α ARCH Response to squared shocks	0.2208	0.18
β GARCH Volatility persistence	0.7646	59.59***
γ leverage Additional response to negative shocks	-0.0075	0.00
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.18
λ₂ forecast adj. Forecast performance sensitivity	1.0000	0.19
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

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