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{name} Model Equation

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Parameter	Value	t-statistic
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.0000	0.00
γ leverage Additional response to negative shocks	0.3139	3.88***
λ₁ tau intercept Baseline long-term coefficient	9.7423	2.42**

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