{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0231	9.40***
α ARCH Response to squared shocks	0.1639	14.51***
β GARCH Volatility persistence	0.7934	190.94***
γ leverage Additional response to negative shocks	0.0854	7.12***

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