{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6353	9.45***
α ARCH Response to squared shocks	0.2416	3.32***
β GARCH Volatility persistence	0.7894	33.07***
γ leverage Additional response to negative shocks	-0.0618	-0.96

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