{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0864	15.01***
α ARCH Response to squared shocks	0.2312	8.90***
β GARCH Volatility persistence	0.8037	195.68***
γ leverage Additional response to negative shocks	-0.0696	-1.95*

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