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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.4129	6.68***
α ARCH Response to squared shocks	0.1418	10.61***
β GARCH Volatility persistence	0.7709	71.29***
γ leverage Additional response to negative shocks	-0.0083	-0.01

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Shengfeng Development Ltd AGARCH Volatility Analysis

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