{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	51
α ARCH Response to squared shocks	0.1795	0.40
β GARCH Volatility persistence	0.0615	0.39
γ leverage Additional response to negative shocks	-0.1795	-0.22
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.02
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.9976	5.16***

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