{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0434	12.42***
α ARCH Response to squared shocks	0.0559	19.06***
β GARCH Volatility persistence	0.8847	477.44***
γ leverage Additional response to negative shocks	0.0983	18.55***

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