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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0000	1.19
α ARCH Response to squared shocks	0.0344	0.80
β GARCH Volatility persistence	0.7534	11.10***
γ leverage Additional response to negative shocks	1.0000	0.62
δ power Transformation power	1.0925	2.56**

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APR Co Ltd APARCH Volatility Analysis

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