{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	31
α ARCH Response to squared shocks	0.0842	2.83***
β GARCH Volatility persistence	0.8830	65.92***
γ leverage Additional response to negative shocks	-0.0842	-0.81
λ₁ tau intercept Baseline long-term coefficient	0.0092	3.74***
λ₂ forecast adj. Forecast performance sensitivity	0.0520	2.29**
λ₃ tau persistence Long-term factor persistence	0.9462	21.79***

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