{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0333	5.95***
α ARCH Response to squared shocks	0.0302	24.87***
β GARCH Volatility persistence	0.9537	1,118.01***
γ leverage Additional response to negative shocks	0.0311	13.18***

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