{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	31
α ARCH Response to squared shocks	0.1616	1.48
β GARCH Volatility persistence	0.7824	65.33***
γ leverage Additional response to negative shocks	0.1109	0.56
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.05
λ₂ forecast adj. Forecast performance sensitivity	0.1024	2.53**
λ₃ tau persistence Long-term factor persistence	0.8976	29.10***

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