{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	0.95
α ARCH Response to squared shocks	0.1080	17.68***
β GARCH Volatility persistence	0.8981	415.59***
γ leverage Additional response to negative shocks	-0.0122	-1.68*

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