{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	111
α ARCH Response to squared shocks	0.3018	0.12
β GARCH Volatility persistence	0.7432	40.96***
γ leverage Additional response to negative shocks	-0.3017	-0.07
λ₁ tau intercept Baseline long-term coefficient	9.7324	0.16
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.9261	5.19***

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