{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	31
α ARCH Response to squared shocks	0.1206	1.07
β GARCH Volatility persistence	0.7932	55.28***
γ leverage Additional response to negative shocks	-0.1206	-0.49
λ₁ tau intercept Baseline long-term coefficient	0.0377	2.24**
λ₂ forecast adj. Forecast performance sensitivity	0.2830	4.29***
λ₃ tau persistence Long-term factor persistence	0.7078	3.40***

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