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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.1354	14.13***
β GARCH Volatility persistence	0.6328	36.81***
γ leverage Additional response to negative shocks	0.0408	2.89***
λ₁ tau intercept Baseline long-term coefficient	1.5687	2.42**
λ₂ forecast adj. Forecast performance sensitivity	0.6480	8.50***
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

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