{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.4945	0.02
β GARCH Volatility persistence	0.1134	2.20**
γ leverage Additional response to negative shocks	-0.4945	-0.01
λ₁ tau intercept Baseline long-term coefficient	7.9977	0.02
λ₂ forecast adj. Forecast performance sensitivity	0.0250	0.02
λ₃ tau persistence Long-term factor persistence	0.9750	36.92***

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