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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3643	4.05***
α ARCH Response to squared shocks	0.1551	2.49**
β GARCH Volatility persistence	0.3520	2.56**
γ leverage Additional response to negative shocks	0.0086	0.07

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Caisse Regionale De Credit Agricole Mutuel Toulouse 31 Asy. MEM Volatility Analysis

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