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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1062	1.92*
α ARCH Response to squared shocks	0.1015	3.92***
β GARCH Volatility persistence	0.8985	57.42***
γ leverage Additional response to negative shocks	0.0345	0.41
δ power Transformation power	1.9967	5.81***

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