{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5569	3.37***
α ARCH Response to squared shocks	0.0697	11.95***
β GARCH Volatility persistence	0.8946	325.53***
γ leverage Additional response to negative shocks	0.0715	12.26***

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