{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	26
α ARCH Response to squared shocks	0.2072	1.17
β GARCH Volatility persistence	0.7485	160.07***
γ leverage Additional response to negative shocks	0.0877	0.25
λ₁ tau intercept Baseline long-term coefficient	10.0000	1.67*
λ₂ forecast adj. Forecast performance sensitivity	0.8650	2.04**
λ₃ tau persistence Long-term factor persistence	0.1350	0.31

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