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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	76
α ARCH Response to squared shocks	0.1843	0.89
β GARCH Volatility persistence	0.0000	0.00
γ leverage Additional response to negative shocks	-0.1516	-0.93
λ₁ tau intercept Baseline long-term coefficient	5.7778	0.02
λ₂ forecast adj. Forecast performance sensitivity	0.4630	0.02
λ₃ tau persistence Long-term factor persistence	0.0412	0.00

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