{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.1851	0.60
β GARCH Volatility persistence	0.6414	9.79***
γ leverage Additional response to negative shocks	-0.1851	-0.27
λ₁ tau intercept Baseline long-term coefficient	10.0000	1.20
λ₂ forecast adj. Forecast performance sensitivity	0.2124	1.97**
λ₃ tau persistence Long-term factor persistence	0.7876	3.17***

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