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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0624	17.33***
α ARCH Response to squared shocks	0.0795	28.39***
β GARCH Volatility persistence	0.9167	267.02***
γ leverage Additional response to negative shocks	0.2835	9.30***
δ power Transformation power	1.0571	17.25***

V-Lab

Leonardo SpA APARCH Volatility Analysis

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