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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0655	2.77***
α ARCH Response to squared shocks	0.1396	12.35***
β GARCH Volatility persistence	0.9904	260.63***
γ leverage Additional response to negative shocks	-0.0588	-5.42***

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