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Parameter	Value	t-statistic
ω const Unconditional variance weight	15.0000	8.47***
α ARCH Response to squared shocks	0.2974	14.31***
β GARCH Volatility persistence	0.5982	44.53***
γ leverage Additional response to negative shocks	-3.3679	-2.76***

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TOP Kingwin Ltd AGARCH Volatility Analysis

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