{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	7.74***
α ARCH Response to squared shocks	0.1905	7.13***
β GARCH Volatility persistence	0.7565	55.95***
γ leverage Additional response to negative shocks	0.0786	1.66*

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