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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0396	21.76***
α ARCH Response to squared shocks	0.0650	24.14***
β GARCH Volatility persistence	0.9271	358.22***
γ leverage Additional response to negative shocks	0.4825	15.63***
δ power Transformation power	1.0223	23.23***

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