{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.1424	0.80
β GARCH Volatility persistence	0.8547	166.44***
γ leverage Additional response to negative shocks	-0.0923	-0.29
λ₁ tau intercept Baseline long-term coefficient	0.0000	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.9971	119.31***

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