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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1767	15.69***
α ARCH Response to squared shocks	0.1254	33.46***
β GARCH Volatility persistence	0.8448	183.33***
γ leverage Additional response to negative shocks	0.1831	11.10***
δ power Transformation power	1.5821	32.84***

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