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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0834	12.26***
α ARCH Response to squared shocks	0.0772	42.46***
β GARCH Volatility persistence	0.9134	561.05***
γ leverage Additional response to negative shocks	0.4828	5.70***

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Goldcrest Co Ltd AGARCH Volatility Analysis

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