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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5753	5.32***
α ARCH Response to squared shocks	0.0493	1.47
β GARCH Volatility persistence	0.7759	5.02***

γ₁	-3.3182	-2.96***
γ₂	4.0404	2.68***

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Moreld AS Zero Slope Spline-GARCH Volatility Analysis

Date Range:

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