{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.1277	0.31
β GARCH Volatility persistence	0.9340	220.92***
γ leverage Additional response to negative shocks	-0.1277	-0.35
λ₁ tau intercept Baseline long-term coefficient	0.0001	0.37
λ₂ forecast adj. Forecast performance sensitivity	0.1022	0.37
λ₃ tau persistence Long-term factor persistence	0.3788	1.17

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