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I got a gamma of -0.1321677.

Error Analysis:
        Estimate  Std. Error  t value Pr(>|t|)    
mu      0.005979    0.007523    0.795 0.426751    
omega   0.028640    0.003130    9.149  < 2e-16 ***
alpha1  0.111942    0.029809    3.755 0.000173 ***
gamma1 -0.132168    0.161835   -0.817 0.414111    
beta1   0.561755    0.053081   10.583  < 2e-16 ***
delta   2.000000    0.189719   10.542  < 2e-16 ***

Can someone explain please? Is the leverage effect significant?

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