{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	36
α ARCH Response to squared shocks	0.1479	0.99
β GARCH Volatility persistence	0.7063	86.11***
γ leverage Additional response to negative shocks	0.2905	1.02
λ₁ tau intercept Baseline long-term coefficient	0.2727	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.0570	1.23
λ₃ tau persistence Long-term factor persistence	0.9430	48.26***

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