{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	31
α ARCH Response to squared shocks	0.0197	0.18
β GARCH Volatility persistence	0.9901	21.53***
γ leverage Additional response to negative shocks	-0.0197	-0.11
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.20
λ₂ forecast adj. Forecast performance sensitivity	0.1225	0.44
λ₃ tau persistence Long-term factor persistence	0.8775	1.22

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