{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	116
α ARCH Response to squared shocks	0.6283	0.22
β GARCH Volatility persistence	0.4632	8.22***
γ leverage Additional response to negative shocks	-0.5000	-0.09
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.01
λ₂ forecast adj. Forecast performance sensitivity	0.5522	0.27
λ₃ tau persistence Long-term factor persistence	0.4478	1.06

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