{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0184	6.34***
α ARCH Response to squared shocks	0.0198	19.89***
β GARCH Volatility persistence	0.9639	1,344.39***
γ leverage Additional response to negative shocks	0.0311	18.70***

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