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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	0.0124	5.29***
β GARCH Volatility persistence	0.8120	139.45***
γ leverage Additional response to negative shocks	0.1642	34.81***
λ₁ tau intercept Baseline long-term coefficient	0.0091	5.68***
λ₂ forecast adj. Forecast performance sensitivity	0.0418	6.69***
λ₃ tau persistence Long-term factor persistence	0.9541	147.67***

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