{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.0995	2.48**
β GARCH Volatility persistence	0.8945	361.56***
γ leverage Additional response to negative shocks	-0.0995	-1.30
λ₁ tau intercept Baseline long-term coefficient	5.0453	6.93***
λ₂ forecast adj. Forecast performance sensitivity	0.0022	2.84***
λ₃ tau persistence Long-term factor persistence	0.9956	446.47***

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