{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	46
α ARCH Response to squared shocks	0.1843	0.05
β GARCH Volatility persistence	0.6873	30.50***
γ leverage Additional response to negative shocks	-0.1843	-0.03
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.01
λ₂ forecast adj. Forecast performance sensitivity	0.9096	0.06
λ₃ tau persistence Long-term factor persistence	0.0904	0.06

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