{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	0.1342	3.79***
β GARCH Volatility persistence	0.8805	117.16***
γ leverage Additional response to negative shocks	-0.1342	-2.49**
λ₁ tau intercept Baseline long-term coefficient	0.0257	2.82***
λ₂ forecast adj. Forecast performance sensitivity	0.0051	5.21***
λ₃ tau persistence Long-term factor persistence	0.9771	162.58***

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