{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.1026	0.67
β GARCH Volatility persistence	0.8510	205.11***
γ leverage Additional response to negative shocks	-0.1026	-0.35
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.71
λ₂ forecast adj. Forecast performance sensitivity	0.8861	0.81
λ₃ tau persistence Long-term factor persistence	0.1139	0.52

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