{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	0.1799	2.01**
β GARCH Volatility persistence	0.8296	495.60***
γ leverage Additional response to negative shocks	-0.0788	-0.50
λ₁ tau intercept Baseline long-term coefficient	6.5227	4.66***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.9949	216.10***

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