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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5819	3.93***
α ARCH Response to squared shocks	0.1008	7.41***
β GARCH Volatility persistence	0.7035	15.14***
γ leverage Additional response to negative shocks	-0.1221	-1.54
δ power Transformation power	1.1699	8.67***

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