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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0000	0.33
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9474	7.16***
γ leverage Additional response to negative shocks	-0.2604	0.00
δ power Transformation power	1.9011	3.79***

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