{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.2609	8.28***
β GARCH Volatility persistence	0.7246	204.18***
γ leverage Additional response to negative shocks	-0.2609	-3.60***
λ₁ tau intercept Baseline long-term coefficient	10.0000	12.61***
λ₂ forecast adj. Forecast performance sensitivity	0.8237	7.51***
λ₃ tau persistence Long-term factor persistence	0.0000	0.50

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