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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8987	3.25***
α ARCH Response to squared shocks	0.2175	3.93***
β GARCH Volatility persistence	0.7408	14.96***
γ leverage Additional response to negative shocks	0.5000	8.70***

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Estun Automation Co Ltd EGARCH Volatility Analysis

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