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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8585	7.15***
α ARCH Response to squared shocks	0.2321	14.13***
β GARCH Volatility persistence	0.4676	15.79***
γ leverage Additional response to negative shocks	0.0519	1.42
δ power Transformation power	1.0260	7.97***

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Nissha Co Ltd APARCH Volatility Analysis

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