{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	41
α ARCH Response to squared shocks	0.1415	1.31
β GARCH Volatility persistence	0.8072	26.68***
γ leverage Additional response to negative shocks	-0.1415	-0.57
λ₁ tau intercept Baseline long-term coefficient	0.0358	4.03***
λ₂ forecast adj. Forecast performance sensitivity	0.0523	10.47***
λ₃ tau persistence Long-term factor persistence	0.9452	22.58***

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