{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	36
α ARCH Response to squared shocks	0.1331	1.65*
β GARCH Volatility persistence	0.7920	35.42***
γ leverage Additional response to negative shocks	0.1027	0.78
λ₁ tau intercept Baseline long-term coefficient	0.7541	2.24**
λ₂ forecast adj. Forecast performance sensitivity	0.2418	1.41
λ₃ tau persistence Long-term factor persistence	0.7519	2.30**

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