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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	51
α ARCH Response to squared shocks	0.0616	4.97***
β GARCH Volatility persistence	0.9446	133.63***
γ leverage Additional response to negative shocks	-0.0164	-1.28
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.73
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.5505	0.82

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