{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	31
α ARCH Response to squared shocks	0.3522	0.33
β GARCH Volatility persistence	0.6251	55.58***
γ leverage Additional response to negative shocks	-0.3522	-0.17
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.40
λ₂ forecast adj. Forecast performance sensitivity	0.0874	0.41
λ₃ tau persistence Long-term factor persistence	0.9086	17.05***

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