{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	26
α ARCH Response to squared shocks	0.5918	0.06
β GARCH Volatility persistence	0.1140	6.54***
γ leverage Additional response to negative shocks	-0.5000	-0.02
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.05
λ₂ forecast adj. Forecast performance sensitivity	0.0166	0.06
λ₃ tau persistence Long-term factor persistence	0.9834	48.86***

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