{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.2176	10.17***
β GARCH Volatility persistence	0.7915	243.39***
γ leverage Additional response to negative shocks	-0.2176	-6.27***
λ₁ tau intercept Baseline long-term coefficient	10.0000	14.75***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.07
λ₃ tau persistence Long-term factor persistence	0.9805	1,670.32***

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