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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1435	0.96
α ARCH Response to squared shocks	0.1885	6.18***
β GARCH Volatility persistence	0.8979	29.29***
γ leverage Additional response to negative shocks	-0.1885	-2.70***

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Estun Automation Co Ltd Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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