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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0429	0.90
α ARCH Response to squared shocks	0.1311	4.83***
β GARCH Volatility persistence	0.9985	110.76***
γ leverage Additional response to negative shocks	-0.0233	-0.94

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Lianhe Sowell International Group Ltd EGARCH Volatility Analysis

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Volatility Forecast

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