{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.1249	0.27
α ARCH Response to squared shocks	0.0498	1.78*
β GARCH Volatility persistence	0.9457	266.16***
γ leverage Additional response to negative shocks	0.0090	0.26

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