{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	106
α ARCH Response to squared shocks	0.2872	1.17
β GARCH Volatility persistence	0.7604	307.84***
γ leverage Additional response to negative shocks	-0.2872	-1.93*
λ₁ tau intercept Baseline long-term coefficient	10.0000	1.47
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.10
λ₃ tau persistence Long-term factor persistence	0.6385	11.62***

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