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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5471	4.24***
α ARCH Response to squared shocks	0.1815	10.26***
β GARCH Volatility persistence	0.8159	33.54***
γ leverage Additional response to negative shocks	0.0053	0.11

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MindForge Inc Asy. MEM Volatility Analysis

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