{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.0554	8.07***
β GARCH Volatility persistence	0.9432	546.79***
γ leverage Additional response to negative shocks	-0.0554	-3.33***
λ₁ tau intercept Baseline long-term coefficient	0.3520	149.29***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.01
λ₃ tau persistence Long-term factor persistence	0.9980	911.45***

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