{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.1443	6.21***
β GARCH Volatility persistence	0.8596	321.57***
γ leverage Additional response to negative shocks	-0.0775	-1.77*
λ₁ tau intercept Baseline long-term coefficient	0.8509	14.04***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.01
λ₃ tau persistence Long-term factor persistence	0.9951	715.41***

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