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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1158	13.66***
α ARCH Response to squared shocks	0.1294	42.84***
β GARCH Volatility persistence	0.8578	332.35***
γ leverage Additional response to negative shocks	0.0362	4.60***
δ power Transformation power	2.1209	42.06***

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Exponent Inc Asy. Power MEM Volatility Analysis

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