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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0485	36.26***
α ARCH Response to squared shocks	0.1555	36.91***
β GARCH Volatility persistence	0.7495	254.15***
γ leverage Additional response to negative shocks	0.1301	18.36***

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