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Param	Value	t-stat
ωconst	0.0247	2.48**
αARCH	0.0785	9.20***
βGARCH	0.9001	91.54***
γleverage	0.5599	5.90***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0247	2.48**
α ARCH Response to squared shocks	0.0785	9.20***
β GARCH Volatility persistence	0.9001	91.54***
γ leverage Additional response to negative shocks	0.5599	5.90***

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