{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.2693	0.22
β GARCH Volatility persistence	0.4268	8.02***
γ leverage Additional response to negative shocks	-0.2693	-0.11
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.28
λ₂ forecast adj. Forecast performance sensitivity	1.0000	0.22
λ₃ tau persistence Long-term factor persistence	0.0000	0.05

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