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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1120	15.20***
α ARCH Response to squared shocks	0.2009	40.37***
β GARCH Volatility persistence	0.7797	137.78***
γ leverage Additional response to negative shocks	0.0937	11.95***
δ power Transformation power	1.7066	40.80***

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