{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2103	2.62***
α ARCH Response to squared shocks	0.3268	5.16***
β GARCH Volatility persistence	0.5065	5.58***

γ₁	-3.3221	-0.44
γ₂	-2.3697	-0.22
γ₃	6.7742	0.83
γ₄	-16.0048	-1.73*
γ₅	41.5351	4.99***
γ₆	-54.6116	-7.22***
γ₇	46.3695	6.48***
γ₈	-21.7394	-3.40***
γ₉	0.4560	0.07
γ₁₀	6.2123	0.81

V-Lab

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