{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	41
α ARCH Response to squared shocks	0.0832	0.49
β GARCH Volatility persistence	0.8891	102.01***
γ leverage Additional response to negative shocks	-0.0832	-0.24
λ₁ tau intercept Baseline long-term coefficient	10.0000	1.51
λ₂ forecast adj. Forecast performance sensitivity	0.2600	1.40
λ₃ tau persistence Long-term factor persistence	0.7400	2.01**

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