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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0504	26.05***
α ARCH Response to squared shocks	0.1050	30.49***
β GARCH Volatility persistence	0.8740	236.03***
γ leverage Additional response to negative shocks	0.6911	26.20***
δ power Transformation power	0.9417	23.63***

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