{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4719	7.81***
α ARCH Response to squared shocks	0.0492	26.80***
β GARCH Volatility persistence	0.9431	735.04***
γ leverage Additional response to negative shocks	0.0138	5.20***

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