{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2191	3.60***
α ARCH Response to squared shocks	0.2640	2.73***
β GARCH Volatility persistence	0.1182	1.54

γ₁	-1.2502	-3.31***
γ₂	1.2732	2.57**
γ₃	0.0342	0.15
γ₄	0.1367	0.66
γ₅	-0.3876	-2.37**
γ₆	0.2278	1.01
γ₇	-0.3055	-0.79
γ₈	0.9386	2.63***
γ₉	-1.4407	-6.10***
γ₁₀	1.4164	6.11***

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