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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0162	10.13***
α ARCH Response to squared shocks	0.1709	46.75***
β GARCH Volatility persistence	0.9756	1,113.71***
γ leverage Additional response to negative shocks	-0.0941	-26.32***

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