{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3515	6.98***
α ARCH Response to squared shocks	0.0540	12.06***
β GARCH Volatility persistence	0.8723	280.40***
γ leverage Additional response to negative shocks	0.1366	19.35***

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