{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	26
α ARCH Response to squared shocks	0.0357	3.04***
β GARCH Volatility persistence	0.8968	26.05***
γ leverage Additional response to negative shocks	0.1080	1.23
λ₁ tau intercept Baseline long-term coefficient	10.0000	1.33
λ₂ forecast adj. Forecast performance sensitivity	0.4472	2.84***
λ₃ tau persistence Long-term factor persistence	0.5239	1.35

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