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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3212	8.97***
α ARCH Response to squared shocks	0.4100	13.01***
β GARCH Volatility persistence	0.9251	111.88***
γ leverage Additional response to negative shocks	-0.1100	-3.23***

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QVC Group Inc EGARCH Volatility Analysis

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