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Param	Value	t-stat
ωconst	0.4808	1.00
αARCH	0.1708	2.48**
βGARCH	0.6455	3.69***
γleverage	0.1074	0.47
δpower	1.2492	1.34

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4808	1.00
α ARCH Response to squared shocks	0.1708	2.48**
β GARCH Volatility persistence	0.6455	3.69***
γ leverage Additional response to negative shocks	0.1074	0.47
δ power Transformation power	1.2492	1.34

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Inmocemento S A APARCH Volatility Analysis

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