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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2225	4.92***
α ARCH Response to squared shocks	0.0715	0.85
β GARCH Volatility persistence	0.8576	53.90***
γ leverage Additional response to negative shocks	-1.0000	-0.51
δ power Transformation power	1.1753	5.11***

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Ctac NV APARCH Volatility Analysis

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