{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	121
α ARCH Response to squared shocks	0.0739	17.87***
β GARCH Volatility persistence	0.9179	429.55***
γ leverage Additional response to negative shocks	-0.0068	-1.00
λ₁ tau intercept Baseline long-term coefficient	0.0320	184.70***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.03
λ₃ tau persistence Long-term factor persistence	0.9988	2,239.35***

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