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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	6.33***
α ARCH Response to squared shocks	0.2106	10.44***
β GARCH Volatility persistence	0.6591	34.20***
γ leverage Additional response to negative shocks	0.1977	3.77***

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Global Mofy AI Ltd Asy. MEM Volatility Analysis

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