{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	31
α ARCH Response to squared shocks	0.1471	3.59***
β GARCH Volatility persistence	0.8566	430.02***
γ leverage Additional response to negative shocks	-0.1471	-3.09***
λ₁ tau intercept Baseline long-term coefficient	10.0000	5.62***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.01
λ₃ tau persistence Long-term factor persistence	0.9871	308.46***

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