{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	121
α ARCH Response to squared shocks	0.1801	0.04
β GARCH Volatility persistence	0.8585	174.77***
γ leverage Additional response to negative shocks	-0.1801	-0.02
λ₁ tau intercept Baseline long-term coefficient	0.0009	0.04
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.04
λ₃ tau persistence Long-term factor persistence	0.5528	0.71

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