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Param	Value	t-stat
ωconst	0.0296	6.07***
αARCH	0.0835	7.89***
βGARCH	0.9159	95.14***
γleverage	0.3687	4.11***
δpower	1.0583	7.01***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0296	6.07***
α ARCH Response to squared shocks	0.0835	7.89***
β GARCH Volatility persistence	0.9159	95.14***
γ leverage Additional response to negative shocks	0.3687	4.11***
δ power Transformation power	1.0583	7.01***

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