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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1027	7.71***
α ARCH Response to squared shocks	0.2456	32.01***
β GARCH Volatility persistence	0.7422	89.38***
γ leverage Additional response to negative shocks	0.0967	8.09***
δ power Transformation power	0.7634	7.59***

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Contextlogic Holdings Inc Asy. Power MEM Volatility Analysis

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