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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0393	1.73*
α ARCH Response to squared shocks	0.1815	6.12***
β GARCH Volatility persistence	1.0000	247.22***
γ leverage Additional response to negative shocks	0.0030	0.23

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Global Mofy AI Ltd EGARCH Volatility Analysis

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