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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	61
α ARCH Response to squared shocks	0.0222	11.67***
β GARCH Volatility persistence	0.8788	118.07***
γ leverage Additional response to negative shocks	0.0719	17.02***
λ₁ tau intercept Baseline long-term coefficient	0.0203	1.94*
λ₂ forecast adj. Forecast performance sensitivity	0.0157	2.66***
λ₃ tau persistence Long-term factor persistence	0.9783	115.97***

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