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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6955	18.11***
α ARCH Response to squared shocks	0.4305	27.90***
β GARCH Volatility persistence	0.8445	113.88***
γ leverage Additional response to negative shocks	-0.0288	-1.66*

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Niki BioSolutions Inc EGARCH Volatility Analysis

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