{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.1340	4.23***
α ARCH Response to squared shocks	0.0336	20.26***
β GARCH Volatility persistence	0.9801	758.01***
γ leverage Additional response to negative shocks	-0.0275	-12.10***

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