{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	41
α ARCH Response to squared shocks	0.1281	0.05
β GARCH Volatility persistence	0.7708	6.82***
γ leverage Additional response to negative shocks	-0.1281	-0.02
λ₁ tau intercept Baseline long-term coefficient	8.9425	0.08
λ₂ forecast adj. Forecast performance sensitivity	0.2342	0.08
λ₃ tau persistence Long-term factor persistence	0.7658	0.41

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