{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	111
α ARCH Response to squared shocks	0.3868	0.20
β GARCH Volatility persistence	0.4305	4.46***
γ leverage Additional response to negative shocks	-0.3868	-0.10
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.30
λ₂ forecast adj. Forecast performance sensitivity	0.0719	0.26
λ₃ tau persistence Long-term factor persistence	0.9281	9.55***

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