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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2785	5.72***
α ARCH Response to squared shocks	0.1642	4.50***
β GARCH Volatility persistence	0.6721	9.25***

γ₁	0.1385	2.12**
γ₂	-0.1738	-2.14**

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Planetel Spa Zero Slope Spline-GARCH Volatility Analysis

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