{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	31
α ARCH Response to squared shocks	0.1408	0.19
β GARCH Volatility persistence	0.7554	61.05***
γ leverage Additional response to negative shocks	-0.1408	-0.09
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.34
λ₂ forecast adj. Forecast performance sensitivity	0.0478	0.21
λ₃ tau persistence Long-term factor persistence	0.9522	39.43***

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