{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	1.87*
α ARCH Response to squared shocks	0.0540	5.79***
β GARCH Volatility persistence	0.8456	83.91***
γ leverage Additional response to negative shocks	0.2009	5.91***

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