{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.2772	0.03
β GARCH Volatility persistence	0.5582	4.62***
γ leverage Additional response to negative shocks	-0.2772	-0.01
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.03
λ₂ forecast adj. Forecast performance sensitivity	0.1695	0.03
λ₃ tau persistence Long-term factor persistence	0.8305	1.34

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