{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.2617	0.59
β GARCH Volatility persistence	0.5276	5.21***
γ leverage Additional response to negative shocks	-0.2617	-0.29
λ₁ tau intercept Baseline long-term coefficient	10.0000	4.21***
λ₂ forecast adj. Forecast performance sensitivity	0.0087	2.05**
λ₃ tau persistence Long-term factor persistence	0.9790	35.66***

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