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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8377	99.53***
γ leverage Additional response to negative shocks	0.1320	23.65***
λ₁ tau intercept Baseline long-term coefficient	0.0214	2.66***
λ₂ forecast adj. Forecast performance sensitivity	0.0568	3.69***
λ₃ tau persistence Long-term factor persistence	0.9386	55.84***

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