{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.1260	0.23
β GARCH Volatility persistence	0.7391	37.12***
γ leverage Additional response to negative shocks	-0.1260	-0.11
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.50
λ₂ forecast adj. Forecast performance sensitivity	0.0475	0.25
λ₃ tau persistence Long-term factor persistence	0.9525	55.82***

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