{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.1834	9.82***
β GARCH Volatility persistence	0.8241	304.77***
γ leverage Additional response to negative shocks	-0.0162	-0.50
λ₁ tau intercept Baseline long-term coefficient	10.0000	8.13***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.03
λ₃ tau persistence Long-term factor persistence	0.9999	3,496.30***

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