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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5553	5.17***
α ARCH Response to squared shocks	0.2238	7.55***
β GARCH Volatility persistence	0.6292	15.07***

γ₁	0.0318	0.63
γ₂	-0.0929	-1.25
γ₃	0.0702	1.70*
γ₄	-0.0577	-1.33
γ₅	0.1587	2.52**
γ₆	-0.1847	-2.86***
γ₇	0.1122	2.05**
γ₈	-0.0568	-1.60

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