{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	41
α ARCH Response to squared shocks	0.3510	0.88
β GARCH Volatility persistence	0.7880	21.94***
γ leverage Additional response to negative shocks	-0.3510	-0.47
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.00
λ₂ forecast adj. Forecast performance sensitivity	0.0001	0.09
λ₃ tau persistence Long-term factor persistence	0.9999	28.94***

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