{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.1622	0.17
β GARCH Volatility persistence	0.7421	75.72***
γ leverage Additional response to negative shocks	-0.1622	-0.09
λ₁ tau intercept Baseline long-term coefficient	4.2348	0.18
λ₂ forecast adj. Forecast performance sensitivity	0.0778	0.18
λ₃ tau persistence Long-term factor persistence	0.9222	54.29***

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