{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.2294	7.88***
β GARCH Volatility persistence	0.8378	163.21***
γ leverage Additional response to negative shocks	-0.2294	-5.45***
λ₁ tau intercept Baseline long-term coefficient	0.0000	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.09
λ₃ tau persistence Long-term factor persistence	0.9958	4,505.74***

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