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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4509	3.79***
α ARCH Response to squared shocks	0.1330	8.14***
β GARCH Volatility persistence	0.7772	23.53***
γ leverage Additional response to negative shocks	-0.7688	-5.78***

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Ctac NV AGARCH Volatility Analysis

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Volatility Forecast

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