{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	0.57
α ARCH Response to squared shocks	0.0528	14.34***
β GARCH Volatility persistence	0.9254	480.74***
γ leverage Additional response to negative shocks	0.0436	7.96***

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