{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.0933	0.56
β GARCH Volatility persistence	0.9222	192.33***
γ leverage Additional response to negative shocks	-0.0933	-0.32
λ₁ tau intercept Baseline long-term coefficient	3.3702	0.71
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.03
λ₃ tau persistence Long-term factor persistence	0.9589	57.13***

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