{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	36
α ARCH Response to squared shocks	0.1048	1.55
β GARCH Volatility persistence	0.7732	21.70***
γ leverage Additional response to negative shocks	0.0681	0.66
λ₁ tau intercept Baseline long-term coefficient	9.2708	4.60***
λ₂ forecast adj. Forecast performance sensitivity	0.6405	3.60***
λ₃ tau persistence Long-term factor persistence	0.3103	1.36

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