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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0217	3.87***
α ARCH Response to squared shocks	0.0869	11.23***
β GARCH Volatility persistence	0.8991	116.66***

γ₁	-0.0006	-0.16
γ₂	0.0068	1.23
γ₃	-0.0177	-3.18***

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Brazilian Real Spline-GARCH Volatility Analysis

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