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Param	Value	t-stat
ωconst	0.1580	4.50***
αARCH	0.3249	9.75***
βGARCH	0.6614	18.94***
γleverage	-0.0298	-0.76
δpower	1.3665	4.41***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1580	4.50***
α ARCH Response to squared shocks	0.3249	9.75***
β GARCH Volatility persistence	0.6614	18.94***
γ leverage Additional response to negative shocks	-0.0298	-0.76
δ power Transformation power	1.3665	4.41***

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MERF Inc Asy. Power MEM Volatility Analysis

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