{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.0712	2.04**
β GARCH Volatility persistence	0.9047	443.46***
γ leverage Additional response to negative shocks	-0.0712	-0.85
λ₁ tau intercept Baseline long-term coefficient	0.0116	2.60***
λ₂ forecast adj. Forecast performance sensitivity	0.1290	5.30***
λ₃ tau persistence Long-term factor persistence	0.8699	9.42***

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