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Param	Value	t-stat
ωconst	0.0881	4.51***
αARCH	0.1037	8.32***
βGARCH	0.8895	64.59***
γleverage	0.1876	2.41**
δpower	1.2536	8.52***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0881	4.51***
α ARCH Response to squared shocks	0.1037	8.32***
β GARCH Volatility persistence	0.8895	64.59***
γ leverage Additional response to negative shocks	0.1876	2.41**
δ power Transformation power	1.2536	8.52***

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