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{name} Model Equation

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Param	Value	t-stat
ωconst	1.2629	5.83***
αARCH	0.1631	4.53***
βGARCH	0.6626	8.95***

γ₁	0.1275	2.13**
γ₂	-0.1608	-2.17**

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2629	5.83***
α ARCH Response to squared shocks	0.1631	4.53***
β GARCH Volatility persistence	0.6626	8.95***

γ₁	0.1275	2.13**
γ₂	-0.1608	-2.17**

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