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Param	Value	t-stat
ωconst	0.6754	3.49***
αARCH	0.1125	6.06***
βGARCH	0.8242	32.65***

γ₁	-0.2553	-2.28**
γ₂	0.3679	2.27**
γ₃	-0.1467	-1.63
γ₄	0.0969	1.43
γ₅	-0.1303	-2.21**
γ₆	0.0834	1.84*

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6754	3.49***
α ARCH Response to squared shocks	0.1125	6.06***
β GARCH Volatility persistence	0.8242	32.65***

γ₁	-0.2553	-2.28**
γ₂	0.3679	2.27**
γ₃	-0.1467	-1.63
γ₄	0.0969	1.43
γ₅	-0.1303	-2.21**
γ₆	0.0834	1.84*

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