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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0559	29.13***
α ARCH Response to squared shocks	0.1524	44.55***
β GARCH Volatility persistence	0.7890	332.90***
γ leverage Additional response to negative shocks	0.0889	15.50***

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International Business Machines Corp Asy. MEM Volatility Analysis

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