{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	56
α ARCH Response to squared shocks	0.1143	0.55
β GARCH Volatility persistence	0.7832	48.30***
γ leverage Additional response to negative shocks	-0.1143	-0.27
λ₁ tau intercept Baseline long-term coefficient	10.0000	2.67***
λ₂ forecast adj. Forecast performance sensitivity	0.0422	2.63***
λ₃ tau persistence Long-term factor persistence	0.9537	14.13***

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