{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	0.68
α ARCH Response to squared shocks	0.0139	0.50
β GARCH Volatility persistence	0.9868	121.64***
γ leverage Additional response to negative shocks	-0.0039	-0.12

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