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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	6.00***
α ARCH Response to squared shocks	0.2343	5.44***
β GARCH Volatility persistence	0.7592	57.21***
γ leverage Additional response to negative shocks	0.0131	0.23

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Lianhe Sowell International Group Ltd Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

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