{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	12.19***
α ARCH Response to squared shocks	0.1258	18.49***
β GARCH Volatility persistence	0.7765	343.75***
γ leverage Additional response to negative shocks	0.1828	13.18***

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