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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0807	18.79***
α ARCH Response to squared shocks	0.1353	31.56***
β GARCH Volatility persistence	0.8647	202.83***
γ leverage Additional response to negative shocks	0.2879	13.77***
δ power Transformation power	1.0321	32.67***

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