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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	46
α ARCH Response to squared shocks	0.0153	1.95*
β GARCH Volatility persistence	0.6865	59.36***
γ leverage Additional response to negative shocks	0.2314	21.21***
λ₁ tau intercept Baseline long-term coefficient	1.0840	0.21
λ₂ forecast adj. Forecast performance sensitivity	0.5612	0.22
λ₃ tau persistence Long-term factor persistence	0.0380	0.01

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