{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.0587	13.87***
β GARCH Volatility persistence	0.9328	364.23***
γ leverage Additional response to negative shocks	-0.0587	-3.41***
λ₁ tau intercept Baseline long-term coefficient	0.0397	38.87***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.05
λ₃ tau persistence Long-term factor persistence	0.9987	4,043.30***

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