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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0394	11.86***
α ARCH Response to squared shocks	0.0504	23.01***
β GARCH Volatility persistence	0.9496	624.31***
γ leverage Additional response to negative shocks	0.0676	2.75***
δ power Transformation power	1.6605	29.76***

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