{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5264	1.22
α ARCH Response to squared shocks	0.0163	9.08***
β GARCH Volatility persistence	0.9701	975.98***
γ leverage Additional response to negative shocks	0.0272	8.85***

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