{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0973	6.20***
α ARCH Response to squared shocks	0.0239	21.47***
β GARCH Volatility persistence	0.9423	1,117.79***
γ leverage Additional response to negative shocks	0.0649	35.57***

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