{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7730	8.62***
α ARCH Response to squared shocks	0.0176	5.33***
β GARCH Volatility persistence	0.9240	399.32***
γ leverage Additional response to negative shocks	0.0998	14.18***

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