{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.2172	3.40***
β GARCH Volatility persistence	0.7879	393.56***
γ leverage Additional response to negative shocks	-0.0381	-0.30
λ₁ tau intercept Baseline long-term coefficient	0.0000	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.02
λ₃ tau persistence Long-term factor persistence	0.9976	2,048.50***

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