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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0422	22.04***
α ARCH Response to squared shocks	0.1109	34.06***
β GARCH Volatility persistence	0.8541	432.22***
γ leverage Additional response to negative shocks	0.0679	11.37***

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AES Corp/VA Asy. MEM Volatility Analysis

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