{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.3036	0.20
β GARCH Volatility persistence	0.7914	147.54***
γ leverage Additional response to negative shocks	-0.3036	-0.31
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.28
λ₂ forecast adj. Forecast performance sensitivity	0.0392	0.24
λ₃ tau persistence Long-term factor persistence	0.4748	0.66

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