{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	71
α ARCH Response to squared shocks	0.2210	0.01
β GARCH Volatility persistence	0.8048	151.77***
γ leverage Additional response to negative shocks	-0.2210	0.00
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.01
λ₂ forecast adj. Forecast performance sensitivity	0.1254	0.01
λ₃ tau persistence Long-term factor persistence	0.0000	0.01

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