{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	26
α ARCH Response to squared shocks	0.0015
β GARCH Volatility persistence	0.7209
γ leverage Additional response to negative shocks	0.0816
λ₁ tau intercept Baseline long-term coefficient	0.0102	0.41
λ₂ forecast adj. Forecast performance sensitivity	0.2856
λ₃ tau persistence Long-term factor persistence	0.6982

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