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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0804	1.32
α ARCH Response to squared shocks	0.0038	0.00
β GARCH Volatility persistence	0.9890	1,121.29***
γ leverage Additional response to negative shocks	1.0000	0.00
δ power Transformation power	2.3366	8.83***

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