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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0000	1.05
α ARCH Response to squared shocks	0.0596	0.02
β GARCH Volatility persistence	0.8032	14.80***
γ leverage Additional response to negative shocks	-1.0000	-0.02
δ power Transformation power	1.4169	2.87***

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