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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0653	19.02***
α ARCH Response to squared shocks	0.1332	48.57***
β GARCH Volatility persistence	0.8616	364.64***
γ leverage Additional response to negative shocks	0.0645	9.75***
δ power Transformation power	1.9076	46.31***

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Stewart Information Services Corp Asy. Power MEM Volatility Analysis

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