{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	56
α ARCH Response to squared shocks	0.1568	1.55
β GARCH Volatility persistence	0.7425	27.55***
γ leverage Additional response to negative shocks	0.1978	1.31
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.25
λ₂ forecast adj. Forecast performance sensitivity	0.0261	4.06***
λ₃ tau persistence Long-term factor persistence	0.9739	88.66***

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