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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0650	8.15***
α ARCH Response to squared shocks	0.0599	26.88***
β GARCH Volatility persistence	0.9219	299.32***
γ leverage Additional response to negative shocks	0.9437	8.89***

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Leonardo SpA AGARCH Volatility Analysis

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