{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.0632	2.38**
β GARCH Volatility persistence	0.8921	357.39***
γ leverage Additional response to negative shocks	-0.0632	-1.00
λ₁ tau intercept Baseline long-term coefficient	0.4503	13.69***
λ₂ forecast adj. Forecast performance sensitivity	0.2640	6.39***
λ₃ tau persistence Long-term factor persistence	0.7275	4.35***

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