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Param	Value	t-stat
ωconst	0.1102	2.91***
αARCH	0.1265	4.36***
βGARCH	0.8735	35.68***
γleverage	-0.3228	-1.63
δpower	1.4840	4.96***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1102	2.91***
α ARCH Response to squared shocks	0.1265	4.36***
β GARCH Volatility persistence	0.8735	35.68***
γ leverage Additional response to negative shocks	-0.3228	-1.63
δ power Transformation power	1.4840	4.96***

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