{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	121
α ARCH Response to squared shocks	0.0930	0.05
β GARCH Volatility persistence	0.9535	72.67***
γ leverage Additional response to negative shocks	-0.0930	-0.03
λ₁ tau intercept Baseline long-term coefficient	0.0000	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.5071	0.05
λ₃ tau persistence Long-term factor persistence	0.0000	0.05

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