{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	101
α ARCH Response to squared shocks	0.1040	0.29
β GARCH Volatility persistence	0.8965	90.74***
γ leverage Additional response to negative shocks	-0.1040	-0.14
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.67
λ₂ forecast adj. Forecast performance sensitivity	0.0672	0.52
λ₃ tau persistence Long-term factor persistence	0.9328	9.40***

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