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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	26
α ARCH Response to squared shocks	0.2199	14.33***
β GARCH Volatility persistence	0.4459	18.76***
γ leverage Additional response to negative shocks	-0.0425	-1.88*
λ₁ tau intercept Baseline long-term coefficient	10.0000	1.57
λ₂ forecast adj. Forecast performance sensitivity	0.4061	2.67***
λ₃ tau persistence Long-term factor persistence	0.5588	4.38***

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