{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4127	2.63***
α ARCH Response to squared shocks	0.0124	5.48***
β GARCH Volatility persistence	0.9571	639.78***
γ leverage Additional response to negative shocks	0.0596	10.79***

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