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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0064	3.84***
α ARCH Response to squared shocks	0.0451	14.96***
β GARCH Volatility persistence	0.9650	426.22***
γ leverage Additional response to negative shocks	-0.0237	-3.47***

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Iwatsuka Confectionery Co Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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