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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	31
α ARCH Response to squared shocks	0.3138	6.95***
β GARCH Volatility persistence	0.5173	26.69***
γ leverage Additional response to negative shocks	0.3070	3.49***
λ₁ tau intercept Baseline long-term coefficient	10.0000	3.37***
λ₂ forecast adj. Forecast performance sensitivity	0.0773	2.95***
λ₃ tau persistence Long-term factor persistence	0.9227	39.88***

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