{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	96
α ARCH Response to squared shocks	0.3200	0.14
β GARCH Volatility persistence	0.7564	168.58***
γ leverage Additional response to negative shocks	-0.3200	-0.07
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.18
λ₂ forecast adj. Forecast performance sensitivity	0.2843	0.19
λ₃ tau persistence Long-term factor persistence	0.6489	1.08

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