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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0117	12.75***
α ARCH Response to squared shocks	0.0267	7.80***
β GARCH Volatility persistence	0.9501	514.97***
γ leverage Additional response to negative shocks	-0.1140	-7.37***
δ power Transformation power	2.9007	20.11***

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Iwatsuka Confectionery Co Asy. Power MEM Volatility Analysis

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News Impact Curve

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