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Param	Value	t-stat
ωconst	0.0881	3.38***
αARCH	0.0947	5.19***
βGARCH	0.8962	45.87***
γleverage	0.1672	1.77*
δpower	1.3276	6.59***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0881	3.38***
α ARCH Response to squared shocks	0.0947	5.19***
β GARCH Volatility persistence	0.8962	45.87***
γ leverage Additional response to negative shocks	0.1672	1.77*
δ power Transformation power	1.3276	6.59***

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Inpex Corp APARCH Volatility Analysis

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