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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2731	5.80***
α ARCH Response to squared shocks	0.1636	4.50***
β GARCH Volatility persistence	0.6657	9.02***

γ₁	0.1373	2.17**
γ₂	-0.1729	-2.20**

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Planetel Spa Zero Slope Spline-GARCH Volatility Analysis

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Parameter Estimates

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