{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	36
α ARCH Response to squared shocks	0.3258	0.77
β GARCH Volatility persistence	0.5794	48.86***
γ leverage Additional response to negative shocks	-0.3258	-0.34
λ₁ tau intercept Baseline long-term coefficient	10.0000	1.68*
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.9770	34.74***

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