{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	71
α ARCH Response to squared shocks	0.0450	0.89
β GARCH Volatility persistence	0.9180	262.05***
γ leverage Additional response to negative shocks	0.0029	0.03
λ₁ tau intercept Baseline long-term coefficient	2.2810	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.9999	0.83
λ₃ tau persistence Long-term factor persistence	0.0001	0.09

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