{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.2555	0.24
β GARCH Volatility persistence	0.8107	111.06***
γ leverage Additional response to negative shocks	-0.2157	-0.10
λ₁ tau intercept Baseline long-term coefficient	0.0000	0.33
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.01
λ₃ tau persistence Long-term factor persistence	0.9683	39.76***

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