{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.2853	2.35**
β GARCH Volatility persistence	0.7100	63.62***
γ leverage Additional response to negative shocks	-0.2853	-1.20
λ₁ tau intercept Baseline long-term coefficient	0.3922	3.31***
λ₂ forecast adj. Forecast performance sensitivity	0.0275	2.72***
λ₃ tau persistence Long-term factor persistence	0.9682	246.62***

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