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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0385	19.42***
α ARCH Response to squared shocks	0.0887	38.95***
β GARCH Volatility persistence	0.9113	371.34***
γ leverage Additional response to negative shocks	0.2308	14.40***
δ power Transformation power	1.4317	30.91***

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Daiwa House Industry Co Ltd APARCH Volatility Analysis

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