{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	71
α ARCH Response to squared shocks	0.0819	4.81***
β GARCH Volatility persistence	0.9042	380.86***
γ leverage Additional response to negative shocks	-0.0651	-1.68*
λ₁ tau intercept Baseline long-term coefficient	0.0000	0.01
λ₂ forecast adj. Forecast performance sensitivity	0.4394	25.54***
λ₃ tau persistence Long-term factor persistence	0.5494	4.45***

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