{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	56
α ARCH Response to squared shocks	0.0773	0.00
β GARCH Volatility persistence	0.7885	0.05
γ leverage Additional response to negative shocks	0.0620	0.00
λ₁ tau intercept Baseline long-term coefficient	3.2514	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.9736	0.00
λ₃ tau persistence Long-term factor persistence	0.0264	0.00

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