{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	86
α ARCH Response to squared shocks	0.1327	2.71***
β GARCH Volatility persistence	0.8702	456.10***
γ leverage Additional response to negative shocks	-0.1327	-13.07***
λ₁ tau intercept Baseline long-term coefficient	9.9969	3.49***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.63
λ₃ tau persistence Long-term factor persistence	0.8652	85.92***

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