{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	121
α ARCH Response to squared shocks	0.1916	3.35***
β GARCH Volatility persistence	0.8187	57.84***
γ leverage Additional response to negative shocks	-0.1916	-20.54***
λ₁ tau intercept Baseline long-term coefficient	9.3957	8.59***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.6093	13.65***

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