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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0247	4.49***
α ARCH Response to squared shocks	0.1718	9.76***
β GARCH Volatility persistence	0.9855	346.27***
γ leverage Additional response to negative shocks	-0.0372	-2.27**

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Daiwa House Industry Co Ltd EGARCH Volatility Analysis

Date Range:

News Impact Curve

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