\begin{table}[htbp]
\centering
\begin{threeparttable}
\caption{GARCH Model Estimates}
\label{tab:garch}
\begin{tabular}{l S l}
\toprule
Parameter & {Estimate} & (Std Err) \\
\midrule
    GARCH: mu & 0.1498 & (0.0921) \\
    GARCH: omega & 0.0000 & (0.0385) \\
    GARCH: alpha[1] & 0.1951 & (0.0383) \\
    GARCH: beta[1] & 0.8049 & (0.0252) \\
    GJR-GARCH: mu & 0.0960 & (0.3060) \\
    GJR-GARCH: omega & 0.0000 & (0.2216) \\
    GJR-GARCH: alpha[1] & 0.0000 & (0.5240) \\
    GJR-GARCH: gamma[1] & 0.3037 & (0.3723) \\
    GJR-GARCH: beta[1] & 0.8482 & (0.3778) \\
\bottomrule
\end{tabular}
\begin{tablenotes}
\small
\item \textit{Notes:} GARCH(1,1) model estimates for prediction market return volatility.
$^{***}$, $^{**}$, $^{*}$ denote significance at 1\%, 5\%, 10\%.
\end{tablenotes}
\end{threeparttable}
\end{table}