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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	101
α ARCH Response to squared shocks	0.1398	22.71***
β GARCH Volatility persistence	0.9016	253.03***
γ leverage Additional response to negative shocks	-0.0934	-11.57***
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.13
λ₂ forecast adj. Forecast performance sensitivity	0.7201	0.13
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

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