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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0326	35.32***
α ARCH Response to squared shocks	0.0955	42.48***
β GARCH Volatility persistence	0.8998	457.91***
γ leverage Additional response to negative shocks	0.5514	23.37***
δ power Transformation power	1.1368	38.15***

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