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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0752	3.65***
α ARCH Response to squared shocks	0.0000	0.01
β GARCH Volatility persistence	0.9946	835.07***
γ leverage Additional response to negative shocks	0.1995	0.00
δ power Transformation power	1.8749	17.60***

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