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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0470	26.05***
α ARCH Response to squared shocks	0.1078	39.08***
β GARCH Volatility persistence	0.8695	306.47***
γ leverage Additional response to negative shocks	0.6916	29.04***
δ power Transformation power	1.0320	37.16***

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Swiss Market Index APARCH Volatility Analysis

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