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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	0.0134	1.44
β GARCH Volatility persistence	0.8821	18.94***
γ leverage Additional response to negative shocks	0.0388	4.76***
λ₁ tau intercept Baseline long-term coefficient	7.8825	0.01
λ₂ forecast adj. Forecast performance sensitivity	0.0615	0.01
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

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