{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2646	8.19***
α ARCH Response to squared shocks	0.0315	24.49***
β GARCH Volatility persistence	0.9415	1,008.07***
γ leverage Additional response to negative shocks	0.0524	23.60***

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