{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.1307	1.80*
β GARCH Volatility persistence	0.8761	170.48***
γ leverage Additional response to negative shocks	-0.1307	-1.68*
λ₁ tau intercept Baseline long-term coefficient	3.0200	3.08***
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.9934	195.90***

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