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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	0.7938	88.80***
γ leverage Additional response to negative shocks	0.2091	28.59***
λ₁ tau intercept Baseline long-term coefficient	0.0148	2.39**
λ₂ forecast adj. Forecast performance sensitivity	0.0347	2.49**
λ₃ tau persistence Long-term factor persistence	0.9437	42.65***

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