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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.7458	13.10***
α ARCH Response to squared shocks	0.1862	13.79***
β GARCH Volatility persistence	0.7141	70.66***
γ leverage Additional response to negative shocks	-1.4347	-9.39***

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Inventiva SA AGARCH Volatility Analysis

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