{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	0.1421	12.74***
β GARCH Volatility persistence	0.8775	339.20***
γ leverage Additional response to negative shocks	-0.1421	-5.33***
λ₁ tau intercept Baseline long-term coefficient	0.0000
λ₂ forecast adj. Forecast performance sensitivity	0.2801	14.96***
λ₃ tau persistence Long-term factor persistence	0.0000	5.00***

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