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Parameter	Value	t-statistic
ω const Unconditional variance weight	14.2680	12.54***
α ARCH Response to squared shocks	0.8174	10.18***
β GARCH Volatility persistence	0.1671	9.33***
γ leverage Additional response to negative shocks	-0.8046	-2.16**

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Millennium GP International Hlngs Ltd AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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