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Parameter	Value	t-statistic
ω const Unconditional variance weight	14.6618	39.26***
α ARCH Response to squared shocks	0.0765	7.38***
β GARCH Volatility persistence	0.0000	0.00
γ leverage Additional response to negative shocks	3.6099	6.36***

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Onterris Inc AGARCH Volatility Analysis

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