{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.2178	0.09
β GARCH Volatility persistence	0.6758	6.32***
γ leverage Additional response to negative shocks	-0.2178	-0.04
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.11
λ₂ forecast adj. Forecast performance sensitivity	0.2278	0.13
λ₃ tau persistence Long-term factor persistence	0.7722	0.99

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