{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	0.0400	2.50**
β GARCH Volatility persistence	0.9202	199.70***
γ leverage Additional response to negative shocks	0.0089	0.20
λ₁ tau intercept Baseline long-term coefficient	0.0357	3.07***
λ₂ forecast adj. Forecast performance sensitivity	0.3108	12.00***
λ₃ tau persistence Long-term factor persistence	0.6836	4.28***

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