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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3473	7.64***
α ARCH Response to squared shocks	0.1690	6.83***
β GARCH Volatility persistence	0.5276	8.56***
γ leverage Additional response to negative shocks	-0.0447	-1.47

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Onterris Inc EGARCH Volatility Analysis

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