{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	71
α ARCH Response to squared shocks	0.0742	9.96***
β GARCH Volatility persistence	0.8902	170.18***
γ leverage Additional response to negative shocks	-0.0689	-2.48**
λ₁ tau intercept Baseline long-term coefficient	0.2070	69.92***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.01
λ₃ tau persistence Long-term factor persistence	0.9968	534.47***

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