{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	56
α ARCH Response to squared shocks	0.2526	0.12
β GARCH Volatility persistence	0.6775	10.29***
γ leverage Additional response to negative shocks	-0.2526	-0.06
λ₁ tau intercept Baseline long-term coefficient	10.0000	2.08**
λ₂ forecast adj. Forecast performance sensitivity	0.3045	0.37
λ₃ tau persistence Long-term factor persistence	0.6955	0.43

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