{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.1607	13.67***
β GARCH Volatility persistence	0.8413	370.80***
γ leverage Additional response to negative shocks	-0.0157	-0.75
λ₁ tau intercept Baseline long-term coefficient	1.8298	6.01***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.02
λ₃ tau persistence Long-term factor persistence	0.9996	1,604.46***

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