{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	36
α ARCH Response to squared shocks	0.3589	2.77***
β GARCH Volatility persistence	0.6498	78.50***
γ leverage Additional response to negative shocks	-0.3589	-1.36
λ₁ tau intercept Baseline long-term coefficient	10.0000	16.46***
λ₂ forecast adj. Forecast performance sensitivity	0.3549	26.68***
λ₃ tau persistence Long-term factor persistence	0.5986	4.54***

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