{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	0.1397	1.30
β GARCH Volatility persistence	0.8086	26.52***
γ leverage Additional response to negative shocks	-0.1397	-0.56
λ₁ tau intercept Baseline long-term coefficient	0.0320	3.86***
λ₂ forecast adj. Forecast performance sensitivity	0.0530	10.42***
λ₃ tau persistence Long-term factor persistence	0.9445	22.06***

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