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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1032	11.82***
α ARCH Response to squared shocks	0.1637	17.96***
β GARCH Volatility persistence	0.9653	403.91***
γ leverage Additional response to negative shocks	-0.0462	-4.33***

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Integra Essentia Limited EGARCH Volatility Analysis

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