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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0626	3.77***
α ARCH Response to squared shocks	0.0017	0.66
β GARCH Volatility persistence	0.9769	194.60***
γ leverage Additional response to negative shocks	0.0234	4.10***

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Kyoritsu Maintenance Co Ltd Asy. MEM Volatility Analysis

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