{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	121
α ARCH Response to squared shocks	0.1422	11.24***
β GARCH Volatility persistence	0.8496	193.01***
γ leverage Additional response to negative shocks	0.0077	0.28
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.45
λ₂ forecast adj. Forecast performance sensitivity	0.9727	0.44
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

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