{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	0.0514	1.22
β GARCH Volatility persistence	0.8700	14.87***
γ leverage Additional response to negative shocks	0.0753	2.41**
λ₁ tau intercept Baseline long-term coefficient	0.0155	1.62
λ₂ forecast adj. Forecast performance sensitivity	0.0258	7.33***
λ₃ tau persistence Long-term factor persistence	0.9732	40.79***

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