{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	46
α ARCH Response to squared shocks	0.1707	0.55
β GARCH Volatility persistence	0.8051	37.73***
γ leverage Additional response to negative shocks	0.0452	0.08
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.74
λ₂ forecast adj. Forecast performance sensitivity	0.0339	0.66
λ₃ tau persistence Long-term factor persistence	0.9661	81.42***

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