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Param	Value	t-stat
ωconst	0.0909	1.40
αARCH	0.2467	5.53***
βGARCH	0.8044	29.99***
γleverage	-0.4860	-1.36

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0909	1.40
α ARCH Response to squared shocks	0.2467	5.53***
β GARCH Volatility persistence	0.8044	29.99***
γ leverage Additional response to negative shocks	-0.4860	-1.36

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