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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4492	9.71***
α ARCH Response to squared shocks	0.1391	22.45***
β GARCH Volatility persistence	0.7713	76.21***
γ leverage Additional response to negative shocks	0.1917	6.98***
δ power Transformation power	1.2181	19.48***

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