{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	46
α ARCH Response to squared shocks	0.2598	11.76***
β GARCH Volatility persistence	0.7001	93.31***
γ leverage Additional response to negative shocks	0.0477	1.22
λ₁ tau intercept Baseline long-term coefficient	9.9964	0.01
λ₂ forecast adj. Forecast performance sensitivity	0.9567	14.27***
λ₃ tau persistence Long-term factor persistence	0.0001	0.17

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