{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.1524	7.42***
α ARCH Response to squared shocks	0.1132	5.35***
β GARCH Volatility persistence	0.8723	75.25***
γ leverage Additional response to negative shocks	0.0071	0.25

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