{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	86
α ARCH Response to squared shocks	0.1529	0.40
β GARCH Volatility persistence	0.8697	185.48***
γ leverage Additional response to negative shocks	-0.1529	-0.35
λ₁ tau intercept Baseline long-term coefficient	7.9388	0.48
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.11
λ₃ tau persistence Long-term factor persistence	0.7201	6.14***

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