{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0233	8.45***
α ARCH Response to squared shocks	0.0219	21.54***
β GARCH Volatility persistence	0.9641	1,337.13***
γ leverage Additional response to negative shocks	0.0262	15.44***

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