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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.3075	9.56***
α ARCH Response to squared shocks	0.0928	8.60***
β GARCH Volatility persistence	0.7652	47.26***
γ leverage Additional response to negative shocks	0.1969	6.23***

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Shengfeng Development Ltd Asy. MEM Volatility Analysis

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