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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1149	3.51***
α ARCH Response to squared shocks	0.4297	14.46***
β GARCH Volatility persistence	0.9661	130.43***
γ leverage Additional response to negative shocks	0.2619	3.56***

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Securitize Corp EGARCH Volatility Analysis

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Volatility Forecast

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