{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	56
α ARCH Response to squared shocks	0.1687	0.03
β GARCH Volatility persistence	0.7533	6.96***
γ leverage Additional response to negative shocks	-0.1687	-0.02
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.05
λ₂ forecast adj. Forecast performance sensitivity	0.2435	0.05
λ₃ tau persistence Long-term factor persistence	0.7565	0.27

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