{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	0.00
α ARCH Response to squared shocks	0.2322	4.97***
β GARCH Volatility persistence	0.7541	42.40***
γ leverage Additional response to negative shocks	0.0274	0.36

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