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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.1057	18.63***
α ARCH Response to squared shocks	0.6835	6.71***
β GARCH Volatility persistence	-0.5984	-12.73***
γ leverage Additional response to negative shocks	0.4039	4.80***

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Toyo Securities Co Ltd EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Toyo Securities Co Ltd Analyses