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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0185	15.82***
α ARCH Response to squared shocks	0.0883	22.67***
β GARCH Volatility persistence	0.9942	2,356.04***
γ leverage Additional response to negative shocks	-0.0101	-2.34**

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Goldcrest Co Ltd EGARCH Volatility Analysis

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