{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	121
α ARCH Response to squared shocks	0.2201	2.27**
β GARCH Volatility persistence	0.8181	263.30***
γ leverage Additional response to negative shocks	-0.2201	-4.65***
λ₁ tau intercept Baseline long-term coefficient	0.0000	2.50**
λ₂ forecast adj. Forecast performance sensitivity	0.0075	2.76***
λ₃ tau persistence Long-term factor persistence	0.3138	15.66***

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