{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	81
α ARCH Response to squared shocks	0.0733	3.05***
β GARCH Volatility persistence	0.9274	219.82***
γ leverage Additional response to negative shocks	-0.0227	-0.58
λ₁ tau intercept Baseline long-term coefficient	10.0000	4.94***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.01
λ₃ tau persistence Long-term factor persistence	0.9934	595.55***

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