{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
α ARCH Response to squared shocks	0.2028	0.09
β GARCH Volatility persistence	0.8215	0.43
γ leverage Additional response to negative shocks	-0.0486	-0.05
λ₁ tau intercept Baseline long-term coefficient	274,026.4000

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