{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.3668	0.30
β GARCH Volatility persistence	0.6428	31.00***
γ leverage Additional response to negative shocks	-0.3668	-0.15
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.42
λ₂ forecast adj. Forecast performance sensitivity	0.0679	0.35
λ₃ tau persistence Long-term factor persistence	0.9321	21.17***

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