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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	106
α ARCH Response to squared shocks	0.0875	24.65***
β GARCH Volatility persistence	0.7035	91.45***
γ leverage Additional response to negative shocks	0.1038	15.56***
λ₁ tau intercept Baseline long-term coefficient	0.2630	1.86*
λ₂ forecast adj. Forecast performance sensitivity	0.2433	2.05**
λ₃ tau persistence Long-term factor persistence	0.7096	4.83***

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