{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	0.13
α ARCH Response to squared shocks	0.0967	4.61***
β GARCH Volatility persistence	0.9057	192.62***
γ leverage Additional response to negative shocks	-0.0047	-0.20

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