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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0686	18.51***
α ARCH Response to squared shocks	0.1032	36.53***
β GARCH Volatility persistence	0.8917	280.24***
γ leverage Additional response to negative shocks	0.3061	12.52***
δ power Transformation power	1.1083	27.03***

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