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Param	Value	t-stat
ωconst	0.0228	7.57***
αARCH	0.0887	10.79***
βGARCH	0.9096	115.61***
γleverage	0.4835	7.60***
δpower	1.1356	9.38***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0228	7.57***
α ARCH Response to squared shocks	0.0887	10.79***
β GARCH Volatility persistence	0.9096	115.61***
γ leverage Additional response to negative shocks	0.4835	7.60***
δ power Transformation power	1.1356	9.38***

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