{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	0.01
α ARCH Response to squared shocks	0.1446	0.28
β GARCH Volatility persistence	0.9277	18.25***
γ leverage Additional response to negative shocks	-0.1446	-0.27

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