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Param	Value	t-stat
ωconst	0.0192	7.20***
αARCH	0.1448	13.51***
βGARCH	0.8525	81.33***
γleverage	0.1247	4.52***
δpower	0.8829	7.37***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0192	7.20***
α ARCH Response to squared shocks	0.1448	13.51***
β GARCH Volatility persistence	0.8525	81.33***
γ leverage Additional response to negative shocks	0.1247	4.52***
δ power Transformation power	0.8829	7.37***

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