{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	61
α ARCH Response to squared shocks	0.0541	2.51**
β GARCH Volatility persistence	0.8947	338.53***
γ leverage Additional response to negative shocks	-0.0541	-0.97
λ₁ tau intercept Baseline long-term coefficient	0.0053	3.56***
λ₂ forecast adj. Forecast performance sensitivity	0.2378	19.19***
λ₃ tau persistence Long-term factor persistence	0.7575	5.85***

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