{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	26
α ARCH Response to squared shocks	0.2031	0.12
β GARCH Volatility persistence	0.7252	64.60***
γ leverage Additional response to negative shocks	-0.2031	-0.06
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.17
λ₂ forecast adj. Forecast performance sensitivity	0.1903	0.18
λ₃ tau persistence Long-term factor persistence	0.8097	1.66*

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