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Param	Value	t-stat
ωconst	0.1460	5.18***
αARCH	0.1632	9.64***
βGARCH	0.8156	42.73***
γleverage	0.0182	0.43
δpower	1.7193	8.18***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1460	5.18***
α ARCH Response to squared shocks	0.1632	9.64***
β GARCH Volatility persistence	0.8156	42.73***
γ leverage Additional response to negative shocks	0.0182	0.43
δ power Transformation power	1.7193	8.18***

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