{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0315	7.21***
α ARCH Response to squared shocks	0.0282	23.88***
β GARCH Volatility persistence	0.9580	1,217.31***
γ leverage Additional response to negative shocks	0.0264	12.23***

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