{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	86
α ARCH Response to squared shocks	0.1653	2.22**
β GARCH Volatility persistence	0.8394	206.39***
γ leverage Additional response to negative shocks	-0.1028	-0.75
λ₁ tau intercept Baseline long-term coefficient	0.0528	0.39
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.9991	404.34***

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