{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	61
α ARCH Response to squared shocks	0.0580	1.44
β GARCH Volatility persistence	0.8935	37.45***
γ leverage Additional response to negative shocks	-0.0580	-0.55
λ₁ tau intercept Baseline long-term coefficient	0.0254	4.35***
λ₂ forecast adj. Forecast performance sensitivity	0.0652	1.90*
λ₃ tau persistence Long-term factor persistence	0.9328	11.64***

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