{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	41
α ARCH Response to squared shocks	0.0680	1.23
β GARCH Volatility persistence	0.8680	22.87***
γ leverage Additional response to negative shocks	-0.0680	-0.45
λ₁ tau intercept Baseline long-term coefficient	0.0863	4.49***
λ₂ forecast adj. Forecast performance sensitivity	0.0808	1.61
λ₃ tau persistence Long-term factor persistence	0.9160	7.71***

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