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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1198	17.54***
α ARCH Response to squared shocks	0.0969	27.66***
β GARCH Volatility persistence	0.8163	141.52***
γ leverage Additional response to negative shocks	0.5964	16.07***

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Mondelez International Inc AGARCH Volatility Analysis

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