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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.5465	21.36***
α ARCH Response to squared shocks	0.1969	13.79***
β GARCH Volatility persistence	0.1397	5.48***
γ leverage Additional response to negative shocks	0.3441	4.12***

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Kyoritsu Maintenance Co Ltd AGARCH Volatility Analysis

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