{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	0.0856	3.95***
β GARCH Volatility persistence	0.9154	303.51***
γ leverage Additional response to negative shocks	-0.0691	-1.55
λ₁ tau intercept Baseline long-term coefficient	0.7958	6.96***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.02
λ₃ tau persistence Long-term factor persistence	0.9984	1,564.95***

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