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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0304	12.27***
α ARCH Response to squared shocks	0.1215	28.88***
β GARCH Volatility persistence	0.9818	932.34***
γ leverage Additional response to negative shocks	-0.0414	-11.78***

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Microsoft Corp EGARCH Volatility Analysis

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