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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	0.1723	8.35***
β GARCH Volatility persistence	0.1757	4.58***
γ leverage Additional response to negative shocks	0.0450	1.45
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.38
λ₂ forecast adj. Forecast performance sensitivity	0.4759	0.43
λ₃ tau persistence Long-term factor persistence	0.3946	0.26

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