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Param	Value	t-stat
ωconst	0.0614	2.44**
αARCH	0.1088	4.38***
βGARCH	0.8827	46.85***
γleverage	-0.0897	-1.15
δpower	2.1704	7.14***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0614	2.44**
α ARCH Response to squared shocks	0.1088	4.38***
β GARCH Volatility persistence	0.8827	46.85***
γ leverage Additional response to negative shocks	-0.0897	-1.15
δ power Transformation power	2.1704	7.14***

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