{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0360	4.63***
α ARCH Response to squared shocks	0.0179	16.48***
β GARCH Volatility persistence	0.9572	1,222.54***
γ leverage Additional response to negative shocks	0.0491	25.06***

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