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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5767	5.96***
α ARCH Response to squared shocks	0.3770	6.98***
β GARCH Volatility persistence	0.7856	24.07***
γ leverage Additional response to negative shocks	0.1169	2.15**

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Liberty Defense Holdings Ltd EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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