{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.1955	0.90
β GARCH Volatility persistence	0.7410	27.27***
γ leverage Additional response to negative shocks	-0.1955	-0.47
λ₁ tau intercept Baseline long-term coefficient	10.0000	1.08
λ₂ forecast adj. Forecast performance sensitivity	0.8455	1.12
λ₃ tau persistence Long-term factor persistence	0.0562	0.57

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