{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	71
α ARCH Response to squared shocks	0.1986	2.06**
β GARCH Volatility persistence	0.6509	90.46***
γ leverage Additional response to negative shocks	-0.1986	-0.96
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.06
λ₂ forecast adj. Forecast performance sensitivity	0.3815	3.80***
λ₃ tau persistence Long-term factor persistence	0.5251	4.40***

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