{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3229	9.68***
α ARCH Response to squared shocks	0.0272	19.68***
β GARCH Volatility persistence	0.9441	949.79***
γ leverage Additional response to negative shocks	0.0539	22.11***

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