{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	106
α ARCH Response to squared shocks	0.0791	11.70***
β GARCH Volatility persistence	0.9075	240.54***
γ leverage Additional response to negative shocks	-0.0791	-2.80***
λ₁ tau intercept Baseline long-term coefficient	0.6754	106.74***
λ₂ forecast adj. Forecast performance sensitivity	0.0043	4.68***
λ₃ tau persistence Long-term factor persistence	0.9942	732.66***

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