{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.1145	0.70
β GARCH Volatility persistence	0.8963	404.85***
γ leverage Additional response to negative shocks	-0.1145	-0.43
λ₁ tau intercept Baseline long-term coefficient	2.6581	1.32
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.9908	93.18***

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