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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8719	4.65***
α ARCH Response to squared shocks	0.1698	7.76***
β GARCH Volatility persistence	0.7544	23.08***

γ₁	0.0245	0.46
γ₂	-0.0549	-0.68
γ₃	0.0273	0.42
γ₄	-0.0240	-0.29
γ₅	0.1311	1.47
γ₆	-0.1708	-2.84***

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