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{name} Model Equation

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Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1641	2.63***
α ARCH Response to squared shocks	0.2010	13.20***
β GARCH Volatility persistence	0.7822	63.53***

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