{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	1.0000
β GARCH Volatility persistence	0.2500	1.44
γ leverage Additional response to negative shocks	-0.5000	-1.45
λ₁ tau intercept Baseline long-term coefficient	0.0698	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.1833	0.00
λ₃ tau persistence Long-term factor persistence	0.8167	0.00

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