{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.6881	1.93*
α ARCH Response to squared shocks	0.0079	4.48***
β GARCH Volatility persistence	0.9748	272.83***
γ leverage Additional response to negative shocks	0.0283	5.52***

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