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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1717	6.52***
α ARCH Response to squared shocks	0.0606	5.24***
β GARCH Volatility persistence	0.8026	23.70***
γ leverage Additional response to negative shocks	1.0000	632.10***
δ power Transformation power	0.5000	4.09***

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