{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	3.75***
α ARCH Response to squared shocks	0.0918	20.34***
β GARCH Volatility persistence	0.8795	319.11***
γ leverage Additional response to negative shocks	0.0575	7.10***

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