{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	18.68***
α ARCH Response to squared shocks	0.0678	11.28***
β GARCH Volatility persistence	0.8159	228.28***
γ leverage Additional response to negative shocks	0.1559	14.12***

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