{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.1574	0.30
β GARCH Volatility persistence	0.8576	112.09***
γ leverage Additional response to negative shocks	-0.1574	-0.17
λ₁ tau intercept Baseline long-term coefficient	2.7183	0.47
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.9761	24.17***

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