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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3060	14.68***
α ARCH Response to squared shocks	0.1752	19.66***
β GARCH Volatility persistence	0.7552	108.86***
γ leverage Additional response to negative shocks	0.0266	1.76*

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Prosus Nv Asy. MEM Volatility Analysis

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Volatility Forecast

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