{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	0.1678	0.09
β GARCH Volatility persistence	0.5485	5.92***
γ leverage Additional response to negative shocks	-0.1678	-0.04
λ₁ tau intercept Baseline long-term coefficient	3.6404	0.12
λ₂ forecast adj. Forecast performance sensitivity	0.0283	0.09
λ₃ tau persistence Long-term factor persistence	0.9716	107.12***

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