{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.0687	1.77*
β GARCH Volatility persistence	0.8716	42.73***
γ leverage Additional response to negative shocks	-0.0687	-0.65
λ₁ tau intercept Baseline long-term coefficient	0.3577	3.28***
λ₂ forecast adj. Forecast performance sensitivity	0.0735	1.76*
λ₃ tau persistence Long-term factor persistence	0.9205	10.20***

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