{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
α ARCH Response to squared shocks	1.0000	794.27***
β GARCH Volatility persistence	0.0000	0.20
γ leverage Additional response to negative shocks	-0.5000	-218.91***
λ₁ tau intercept Baseline long-term coefficient	141,016.3000

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