{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9656	3.41***
α ARCH Response to squared shocks	0.0890	19.55***
β GARCH Volatility persistence	0.8612	279.69***
γ leverage Additional response to negative shocks	0.0997	9.74***

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