{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	0.0795	1.57
β GARCH Volatility persistence	0.8346	31.41***
γ leverage Additional response to negative shocks	-0.0795	-0.61
λ₁ tau intercept Baseline long-term coefficient	0.2443	1.88*
λ₂ forecast adj. Forecast performance sensitivity	0.0318	2.30**
λ₃ tau persistence Long-term factor persistence	0.9663	99.06***

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