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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0063	1.88*
α ARCH Response to squared shocks	0.0277	12.53***
β GARCH Volatility persistence	0.9985	1,347.46***
γ leverage Additional response to negative shocks	-0.0493	-25.47***

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QVC Group Inc EGARCH Volatility Analysis

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