{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.1253	1.07
β GARCH Volatility persistence	0.8882	398.81***
γ leverage Additional response to negative shocks	-0.0442	-0.30
λ₁ tau intercept Baseline long-term coefficient	2.3898	1.06
λ₂ forecast adj. Forecast performance sensitivity	0.0135	0.71
λ₃ tau persistence Long-term factor persistence	0.0014	1.08

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