{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	91
α ARCH Response to squared shocks	0.2577	5.02***
β GARCH Volatility persistence	0.7548	130.67***
γ leverage Additional response to negative shocks	-0.0281	-0.30
λ₁ tau intercept Baseline long-term coefficient	0.4362	6.10***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.01
λ₃ tau persistence Long-term factor persistence	0.9987	1,234.43***

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