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Param	Value	t-stat
ωconst	0.0227	7.57***
αARCH	0.0886	10.79***
βGARCH	0.9098	115.78***
γleverage	0.4846	7.61***
δpower	1.1330	9.37***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0227	7.57***
α ARCH Response to squared shocks	0.0886	10.79***
β GARCH Volatility persistence	0.9098	115.78***
γ leverage Additional response to negative shocks	0.4846	7.61***
δ power Transformation power	1.1330	9.37***

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