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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1339	2.63***
α ARCH Response to squared shocks	0.1468	6.25***
β GARCH Volatility persistence	0.9762	91.98***
γ leverage Additional response to negative shocks	0.0483	2.21**

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TOP Kingwin Ltd EGARCH Volatility Analysis

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