{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4526	6.53***
α ARCH Response to squared shocks	0.0546	31.89***
β GARCH Volatility persistence	0.9301	738.15***
γ leverage Additional response to negative shocks	0.0306	12.46***

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