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Param	Value	t-stat
ωconst	0.0293	3.06***
αARCH	0.2199	7.24***
βGARCH	0.7801	24.98***
γleverage	0.0532	0.96
δpower	0.5000	1.55

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0293	3.06***
α ARCH Response to squared shocks	0.2199	7.24***
β GARCH Volatility persistence	0.7801	24.98***
γ leverage Additional response to negative shocks	0.0532	0.96
δ power Transformation power	0.5000	1.55

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Gvs S P A Asy. Power MEM Volatility Analysis

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