{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	86
α ARCH Response to squared shocks	0.0448	1.28
β GARCH Volatility persistence	0.9776	362.34***
γ leverage Additional response to negative shocks	-0.0448	-0.52
λ₁ tau intercept Baseline long-term coefficient	0.0001	1.18
λ₂ forecast adj. Forecast performance sensitivity	0.0092	1.19
λ₃ tau persistence Long-term factor persistence	0.0000	1.25

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