{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.2065	5.56***
β GARCH Volatility persistence	0.7975	201.75***
γ leverage Additional response to negative shocks	-0.0727	-1.10
λ₁ tau intercept Baseline long-term coefficient	0.0000	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.0314	38.65***
λ₃ tau persistence Long-term factor persistence	0.9656	194.44***

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