{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	56
α ARCH Response to squared shocks	0.0646	1.64
β GARCH Volatility persistence	0.8681	37.37***
γ leverage Additional response to negative shocks	-0.0646	-0.62
λ₁ tau intercept Baseline long-term coefficient	0.0333	5.78***
λ₂ forecast adj. Forecast performance sensitivity	0.0787	2.40**
λ₃ tau persistence Long-term factor persistence	0.9186	10.89***

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