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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	9.29***
α ARCH Response to squared shocks	0.1756	15.51***
β GARCH Volatility persistence	0.7953	103.06***
γ leverage Additional response to negative shocks	-0.0045	-0.21

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Alpha Compute Corp Asy. MEM Volatility Analysis

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