{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	31
α ARCH Response to squared shocks	0.1709	0.74
β GARCH Volatility persistence	0.7550	38.00***
γ leverage Additional response to negative shocks	-0.1709	-0.36
λ₁ tau intercept Baseline long-term coefficient	6.0154	1.21
λ₂ forecast adj. Forecast performance sensitivity	0.2752	1.49
λ₃ tau persistence Long-term factor persistence	0.7226	3.69***

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