{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.0997	0.44
β GARCH Volatility persistence	0.7023	9.26***
γ leverage Additional response to negative shocks	-0.0997	-0.20
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.20
λ₂ forecast adj. Forecast performance sensitivity	0.4361	8.53***
λ₃ tau persistence Long-term factor persistence	0.5639	0.58

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