{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	0.0642	1.50
β GARCH Volatility persistence	0.8004	50.85***
γ leverage Additional response to negative shocks	0.1010	0.86
λ₁ tau intercept Baseline long-term coefficient	4.2195	0.86
λ₂ forecast adj. Forecast performance sensitivity	0.6543	3.87***
λ₃ tau persistence Long-term factor persistence	0.3197	0.70

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