{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	0.00
α ARCH Response to squared shocks	0.1252	0.76
β GARCH Volatility persistence	0.9255	29.12***
γ leverage Additional response to negative shocks	-0.1014	-0.61

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