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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9456	3.33***
α ARCH Response to squared shocks	0.1361	2.21**
β GARCH Volatility persistence	0.3732	2.15**

γ₁	1.5373	0.26
γ₂	-0.0200	0.00
γ₃	-3.7906	-0.70
γ₄	3.7866	1.29
γ₅	-5.4786	-1.82*
γ₆	8.9171	3.25***
γ₇	-6.5622	-2.74***
γ₈	0.0304	0.01
γ₉	5.2690	1.92*
γ₁₀	-5.9991	-2.56**

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