{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0667	8.10***
α ARCH Response to squared shocks	0.0169	16.09***
β GARCH Volatility persistence	0.9573	1,217.90***
γ leverage Additional response to negative shocks	0.0487	24.29***

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