{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	31
α ARCH Response to squared shocks	0.2342	0.56
β GARCH Volatility persistence	0.5172	50.62***
γ leverage Additional response to negative shocks	-0.2342	-0.27
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.42
λ₂ forecast adj. Forecast performance sensitivity	0.9765	0.56
λ₃ tau persistence Long-term factor persistence	0.0235	0.27

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