{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.1662	4.83***
β GARCH Volatility persistence	0.7985	136.47***
γ leverage Additional response to negative shocks	0.0173	0.25
λ₁ tau intercept Baseline long-term coefficient	10.0000	3.59***
λ₂ forecast adj. Forecast performance sensitivity	0.6981	3.94***
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

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