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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0556	4.46***
α ARCH Response to squared shocks	0.2032	6.44***
β GARCH Volatility persistence	0.9900	256.14***
γ leverage Additional response to negative shocks	0.0090	0.30

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BlockFin Holdings Ltd EGARCH Volatility Analysis

Date Range:

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