{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9753	0.26
α ARCH Response to squared shocks	0.0110	5.67***
β GARCH Volatility persistence	0.9859	872.50***
γ leverage Additional response to negative shocks	0.0062	1.52

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