{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	0.29
α ARCH Response to squared shocks	0.0604	19.25***
β GARCH Volatility persistence	0.9199	313.65***
γ leverage Additional response to negative shocks	0.0394	5.72***

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