{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.1192	2.19**
β GARCH Volatility persistence	0.8518	79.85***
γ leverage Additional response to negative shocks	-0.1192	-0.87
λ₁ tau intercept Baseline long-term coefficient	3.3660	8.41***
λ₂ forecast adj. Forecast performance sensitivity	0.0509	5.00***
λ₃ tau persistence Long-term factor persistence	0.9474	27.96***

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