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Param	Value	t-stat
ωconst	0.1458	2.66***
αARCH	0.1285	7.85***
βGARCH	0.8616	53.79***
γleverage	-0.0021	-0.04
δpower	2.1920	8.63***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1458	2.66***
α ARCH Response to squared shocks	0.1285	7.85***
β GARCH Volatility persistence	0.8616	53.79***
γ leverage Additional response to negative shocks	-0.0021	-0.04
δ power Transformation power	2.1920	8.63***

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