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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.1153	9.33***
β GARCH Volatility persistence	0.7632	18.24***
γ leverage Additional response to negative shocks	-0.0587	-3.10***
λ₁ tau intercept Baseline long-term coefficient	0.0087	0.36
λ₂ forecast adj. Forecast performance sensitivity	0.0152	1.43
λ₃ tau persistence Long-term factor persistence	0.9848	62.53***

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