{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.1282	0.15
β GARCH Volatility persistence	0.8695	37.45***
γ leverage Additional response to negative shocks	-0.1282	-0.07
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.17
λ₂ forecast adj. Forecast performance sensitivity	0.0574	0.19
λ₃ tau persistence Long-term factor persistence	0.9408	12.71***

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