{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.1528	0.33
β GARCH Volatility persistence	0.0000	0.00
γ leverage Additional response to negative shocks	-0.1528	-0.18
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.20
λ₂ forecast adj. Forecast performance sensitivity	1.0000	0.34
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

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