{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1260	6.63***
α ARCH Response to squared shocks	0.0380	25.27***
β GARCH Volatility persistence	0.9484	914.61***
γ leverage Additional response to negative shocks	0.0269	12.57***

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