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1\begin{table}[htbp]2\centering3\begin{threeparttable}4\caption{GARCH Model Estimates}5\label{tab:garch}6\begin{tabular}{l S l}7\toprule8Parameter & {Estimate} & (Std Err) \\9\midrule10 GARCH: mu & 0.1498 & (0.0921) \\11 GARCH: omega & 0.0000 & (0.0385) \\12 GARCH: alpha[1] & 0.1951 & (0.0383) \\13 GARCH: beta[1] & 0.8049 & (0.0252) \\14 GJR-GARCH: mu & 0.0960 & (0.3060) \\15 GJR-GARCH: omega & 0.0000 & (0.2216) \\16 GJR-GARCH: alpha[1] & 0.0000 & (0.5240) \\17 GJR-GARCH: gamma[1] & 0.3037 & (0.3723) \\18 GJR-GARCH: beta[1] & 0.8482 & (0.3778) \\19\bottomrule20\end{tabular}21\begin{tablenotes}22\small23\item \textit{Notes:} GARCH(1,1) model estimates for prediction market return volatility.24$^{***}$, $^{**}$, $^{*}$ denote significance at 1\%, 5\%, 10\%.25\end{tablenotes}26\end{threeparttable}27\end{table}