{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	61
α ARCH Response to squared shocks	0.0724	7.26***
β GARCH Volatility persistence	0.8937	158.82***
γ leverage Additional response to negative shocks	0.0045	0.22
λ₁ tau intercept Baseline long-term coefficient	10.0000	4.44***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.01
λ₃ tau persistence Long-term factor persistence	0.9991	1,261.44***

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