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Param	Value	t-stat
ωconst	0.0117	5.95***
αARCH	0.1092	8.37***
βGARCH	0.8680	106.97***
γleverage	0.0418	1.97**

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0117	5.95***
α ARCH Response to squared shocks	0.1092	8.37***
β GARCH Volatility persistence	0.8680	106.97***
γ leverage Additional response to negative shocks	0.0418	1.97**

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