{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.1508	1.40
β GARCH Volatility persistence	0.8533	150.10***
γ leverage Additional response to negative shocks	-0.1508	-1.42
λ₁ tau intercept Baseline long-term coefficient	1.7336	1.89*
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.23
λ₃ tau persistence Long-term factor persistence	0.9524	99.08***

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