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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0167	6.99***
α ARCH Response to squared shocks	0.1159	43.85***
β GARCH Volatility persistence	0.8336	254.07***
γ leverage Additional response to negative shocks	0.5913	27.40***

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Swiss Market Index AGARCH Volatility Analysis

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