{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	71
α ARCH Response to squared shocks	0.2196	0.07
β GARCH Volatility persistence	0.8038	272.75***
γ leverage Additional response to negative shocks	-0.2196	-0.04
λ₁ tau intercept Baseline long-term coefficient	8.6895	0.07
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.0134	0.14

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