{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.3144	2.06**
β GARCH Volatility persistence	0.7404	62.21***
γ leverage Additional response to negative shocks	-0.3144	-1.21
λ₁ tau intercept Baseline long-term coefficient	8.1436	2.22**
λ₂ forecast adj. Forecast performance sensitivity	0.6956	1.95*
λ₃ tau persistence Long-term factor persistence	0.0319	0.91

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