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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0235	12.06***
α ARCH Response to squared shocks	0.1366	35.39***
β GARCH Volatility persistence	0.9850	1,130.91***
γ leverage Additional response to negative shocks	-0.0683	-25.59***

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Home Depot Inc/The EGARCH Volatility Analysis

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