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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0197	0.95
α ARCH Response to squared shocks	0.1593	12.32***
β GARCH Volatility persistence	0.9254	106.96***
γ leverage Additional response to negative shocks	-0.1962	-10.41***

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