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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.0571	4.43***
β GARCH Volatility persistence	0.2383	8.13***
γ leverage Additional response to negative shocks	0.1078	2.79***
λ₁ tau intercept Baseline long-term coefficient	0.0756	0.35
λ₂ forecast adj. Forecast performance sensitivity	0.1790	2.06**
λ₃ tau persistence Long-term factor persistence	0.8210	4.82***

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