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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5572	5.16***
α ARCH Response to squared shocks	0.2232	7.58***
β GARCH Volatility persistence	0.6318	15.25***

γ₁	0.0324	0.63
γ₂	-0.0939	-1.25
γ₃	0.0718	1.74*
γ₄	-0.0616	-1.39
γ₅	0.1632	2.55**
γ₆	-0.1867	-2.88***
γ₇	0.1120	2.03**
γ₈	-0.0564	-1.56

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