{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.1438	3.42***
β GARCH Volatility persistence	0.7920	103.72***
γ leverage Additional response to negative shocks	-0.1438	-1.43
λ₁ tau intercept Baseline long-term coefficient	10.0000	6.59***
λ₂ forecast adj. Forecast performance sensitivity	0.0026	2.13**
λ₃ tau persistence Long-term factor persistence	0.9931	1,473.45***

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