{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	61
α ARCH Response to squared shocks	0.2601	0.75
β GARCH Volatility persistence	0.8129	129.40***
γ leverage Additional response to negative shocks	-0.2601	-0.38
λ₁ tau intercept Baseline long-term coefficient	0.0000	0.50
λ₂ forecast adj. Forecast performance sensitivity	0.2190	1.18
λ₃ tau persistence Long-term factor persistence	0.6523	4.35***

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