{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6867
α ARCH Response to squared shocks	0.1694
β GARCH Volatility persistence	0.8306

γ₁	-25.7202
γ₂	40.3929
γ₃	-24.3652
γ₄	11.2225
γ₅	2.7092
γ₆	-8.1642
γ₇	6.6928
γ₈	-3.8221
γ₉	1.0768

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