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Param	Value	t-stat
ωconst	0.5283	2.80***
αARCH	0.1211	3.63***
βGARCH	0.8027	17.11***

γ₁	0.0092	0.03
γ₂	-0.1171	-0.29
γ₃	0.2354	1.03
γ₄	-0.0252	-0.11
γ₅	-0.4403	-1.79*
γ₆	0.9675	4.24***
γ₇	-1.2331	-5.24***
γ₈	0.7706	3.77***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5283	2.80***
α ARCH Response to squared shocks	0.1211	3.63***
β GARCH Volatility persistence	0.8027	17.11***

γ₁	0.0092	0.03
γ₂	-0.1171	-0.29
γ₃	0.2354	1.03
γ₄	-0.0252	-0.11
γ₅	-0.4403	-1.79*
γ₆	0.9675	4.24***
γ₇	-1.2331	-5.24***
γ₈	0.7706	3.77***

V-Lab

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