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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3720	6.10***
α ARCH Response to squared shocks	0.2275	10.73***
β GARCH Volatility persistence	0.7098	43.83***
γ leverage Additional response to negative shocks	-0.0444	-0.46
δ power Transformation power	0.5000	6.12***

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Niki BioSolutions Inc APARCH Volatility Analysis

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Volatility Forecast

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