{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6306	14.91***
α ARCH Response to squared shocks	0.1859	20.67***
β GARCH Volatility persistence	0.7866	314.53***
γ leverage Additional response to negative shocks	0.0543	3.50***

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