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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	0.94
α ARCH Response to squared shocks	0.0067	1.30
β GARCH Volatility persistence	0.9692	35.35***

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Lianhe Sowell International Group Ltd GARCH Volatility Analysis

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