{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0456	7.56***
α ARCH Response to squared shocks	0.0281	15.47***
β GARCH Volatility persistence	0.9462	683.64***
γ leverage Additional response to negative shocks	0.0514	14.59***

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