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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0342	26.96***
α ARCH Response to squared shocks	0.1045	43.34***
β GARCH Volatility persistence	0.8905	418.10***
γ leverage Additional response to negative shocks	0.2535	17.51***
δ power Transformation power	1.6136	34.22***

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