{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0417	5.66***
α ARCH Response to squared shocks	0.0303	24.80***
β GARCH Volatility persistence	0.9545	1,148.57***
γ leverage Additional response to negative shocks	0.0302	13.91***

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