{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2515	3.45***
α ARCH Response to squared shocks	0.0775	15.55***
β GARCH Volatility persistence	0.8665	238.44***
γ leverage Additional response to negative shocks	0.1097	13.60***

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