{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	121
α ARCH Response to squared shocks	0.2792	0.42
β GARCH Volatility persistence	0.8317	121.57***
γ leverage Additional response to negative shocks	-0.2792	-0.24
λ₁ tau intercept Baseline long-term coefficient	0.0005	0.49
λ₂ forecast adj. Forecast performance sensitivity	0.0001	0.42
λ₃ tau persistence Long-term factor persistence	0.7245	9.39***

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