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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0182	34.01***
α ARCH Response to squared shocks	0.0844	41.74***
β GARCH Volatility persistence	0.9104	494.77***
γ leverage Additional response to negative shocks	0.6270	27.85***
δ power Transformation power	1.1410	42.65***

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MSCI World APARCH Volatility Analysis

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