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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.0205	11.60***
α ARCH Response to squared shocks	0.3868	15.21***
β GARCH Volatility persistence	0.7509	78.39***
γ leverage Additional response to negative shocks	0.1081	0.28

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MindForge Inc AGARCH Volatility Analysis

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