{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5603	8.91***
α ARCH Response to squared shocks	0.0383	23.61***
β GARCH Volatility persistence	0.9393	850.84***
γ leverage Additional response to negative shocks	0.0405	15.16***

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