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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0332	3.63***
α ARCH Response to squared shocks	0.0833	10.88***
β GARCH Volatility persistence	0.9087	114.69***
γ leverage Additional response to negative shocks	0.3385	3.32***

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Daiwa House Industry Co Ltd AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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