{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	46
α ARCH Response to squared shocks	0.0795	1.74*
β GARCH Volatility persistence	0.9186	111.78***
γ leverage Additional response to negative shocks	-0.0795	-1.89*
λ₁ tau intercept Baseline long-term coefficient	10.0000	2.02**
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.01
λ₃ tau persistence Long-term factor persistence	0.9846	301.10***

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