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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0000	0.80
α ARCH Response to squared shocks	0.0135	0.02
β GARCH Volatility persistence	0.8921	21.85***
γ leverage Additional response to negative shocks	-1.0000	-0.01
δ power Transformation power	1.3778	2.58***

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