{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.1705	7.08***
β GARCH Volatility persistence	0.8165	111.22***
γ leverage Additional response to negative shocks	-0.1705	-6.42***
λ₁ tau intercept Baseline long-term coefficient	10.0000	174.81***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.01
λ₃ tau persistence Long-term factor persistence	0.9934	393.12***

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