{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	31
α ARCH Response to squared shocks	0.3012	0.69
β GARCH Volatility persistence	0.5918	35.76***
γ leverage Additional response to negative shocks	-0.3012	-0.34
λ₁ tau intercept Baseline long-term coefficient	0.0000	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.1055	1.30
λ₃ tau persistence Long-term factor persistence	0.8886	11.89***

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