{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	76
α ARCH Response to squared shocks	0.1395	0.04
β GARCH Volatility persistence	0.0000	0.03
γ leverage Additional response to negative shocks	-0.1395	-0.02
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.06
λ₂ forecast adj. Forecast performance sensitivity	1.0000	0.04
λ₃ tau persistence Long-term factor persistence	0.0000	0.02

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