{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	36
α ARCH Response to squared shocks	0.1752	0.02
β GARCH Volatility persistence	0.7783	124.01***
γ leverage Additional response to negative shocks	-0.1752	-0.01
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.03
λ₂ forecast adj. Forecast performance sensitivity	0.2918	0.03
λ₃ tau persistence Long-term factor persistence	0.7030	0.22

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