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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0000	13.57***
α ARCH Response to squared shocks	0.1872	13.01***
β GARCH Volatility persistence	0.3425	10.44***
γ leverage Additional response to negative shocks	0.1726	4.47***
δ power Transformation power	0.9961	9.28***

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Kyoritsu Maintenance Co Ltd APARCH Volatility Analysis

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