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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	0.0000	0.00
β GARCH Volatility persistence	0.8166	134.44***
γ leverage Additional response to negative shocks	0.2445	32.20***
λ₁ tau intercept Baseline long-term coefficient	0.0194	2.96***
λ₂ forecast adj. Forecast performance sensitivity	0.1249	2.56**
λ₃ tau persistence Long-term factor persistence	0.8596	15.74***

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