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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	13.91***
α ARCH Response to squared shocks	0.2949	16.24***
β GARCH Volatility persistence	0.6469	63.94***
γ leverage Additional response to negative shocks	0.0214	0.56

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Niki BioSolutions Inc Asy. MEM Volatility Analysis

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