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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5283	10.86***
α ARCH Response to squared shocks	0.3069	17.03***
β GARCH Volatility persistence	0.6079	16.69***
γ leverage Additional response to negative shocks	-0.0366	-1.58

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Kyoritsu Maintenance Co Ltd EGARCH Volatility Analysis

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