{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0839	6.91***
α ARCH Response to squared shocks	0.0420	24.31***
β GARCH Volatility persistence	0.9369	507.24***
γ leverage Additional response to negative shocks	0.0414	14.14***

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