{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3159	2.84***
α ARCH Response to squared shocks	0.1049	7.95***
β GARCH Volatility persistence	0.8231	38.22***

γ₁	-0.0292	-0.23
γ₂	-0.1653	-0.91
γ₃	0.4298	4.37***
γ₄	-0.4941	-7.00***
γ₅	0.3935	6.02***
γ₆	-0.2012	-3.31***
γ₇	0.1490	2.71***
γ₈	-0.1481	-2.58***
γ₉	0.1108	1.83*
γ₁₀	-0.0503	-0.76

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