{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	46
α ARCH Response to squared shocks	0.1488	0.51
β GARCH Volatility persistence	0.7856	93.06***
γ leverage Additional response to negative shocks	-0.1488	-0.25
λ₁ tau intercept Baseline long-term coefficient	8.6416	0.71
λ₂ forecast adj. Forecast performance sensitivity	0.0442	0.67
λ₃ tau persistence Long-term factor persistence	0.9543	43.33***

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