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	param	t-stat
$ω$	0.0081	14.27
$α$	0.0584	25.73
$β$	0.9364	373.96
$γ$	0.1470	7.66
$δ$	1.9293	27.77

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New Zealand Exchange Ltd NZX 10 Index APARCH Volatility Analysis

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News Impact Curve

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