{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	41
α ARCH Response to squared shocks	0.1121	0.02
β GARCH Volatility persistence	0.7657	3.41***
γ leverage Additional response to negative shocks	-0.1121	-0.01
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.02
λ₂ forecast adj. Forecast performance sensitivity	0.1347	0.02
λ₃ tau persistence Long-term factor persistence	0.8653	0.60

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