{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	41
α ARCH Response to squared shocks	0.1569	0.09
β GARCH Volatility persistence	0.6940	16.64***
γ leverage Additional response to negative shocks	-0.1569	-0.05
λ₁ tau intercept Baseline long-term coefficient	1.2104	0.12
λ₂ forecast adj. Forecast performance sensitivity	0.6420	0.14
λ₃ tau persistence Long-term factor persistence	0.3580	0.16

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