{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0000	0.00
α ARCH Response to squared shocks	0.0082	3.08***
β GARCH Volatility persistence	0.9795	1,401.36***
γ leverage Additional response to negative shocks	0.0246	3.23***

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