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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0429	0.40
α ARCH Response to squared shocks	0.4963	4.79***
β GARCH Volatility persistence	0.4390	9.36***
γ leverage Additional response to negative shocks	-1.5549	-21.85***

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Toyo Securities Co Ltd AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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