{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	86
α ARCH Response to squared shocks	0.0783	0.07
β GARCH Volatility persistence	0.8693	18.12***
γ leverage Additional response to negative shocks	-0.0783	-0.03
λ₁ tau intercept Baseline long-term coefficient	3.9599	0.14
λ₂ forecast adj. Forecast performance sensitivity	0.1209	0.14
λ₃ tau persistence Long-term factor persistence	0.8791	1.03

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