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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.0351	12.16***
β GARCH Volatility persistence	0.8448	168.41***
γ leverage Additional response to negative shocks	0.0671	16.74***
λ₁ tau intercept Baseline long-term coefficient	0.2616	3.31***
λ₂ forecast adj. Forecast performance sensitivity	0.7147	23.47***
λ₃ tau persistence Long-term factor persistence	0.1914	4.48***

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