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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	8.49***
α ARCH Response to squared shocks	0.2081	11.58***
β GARCH Volatility persistence	0.7624	49.13***
γ leverage Additional response to negative shocks	0.0032	0.14

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TOP Kingwin Ltd Asy. MEM Volatility Analysis

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