{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1329	9.97***
α ARCH Response to squared shocks	0.0485	26.80***
β GARCH Volatility persistence	0.9315	804.42***
γ leverage Additional response to negative shocks	0.0364	10.62***

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