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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2636	3.08***
α ARCH Response to squared shocks	0.0254	10.02***
β GARCH Volatility persistence	0.9712	287.76***
γ leverage Additional response to negative shocks	0.2177	7.74***
δ power Transformation power	1.9104	23.11***

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