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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0022	18.21***
α ARCH Response to squared shocks	0.0674	11.05***
β GARCH Volatility persistence	0.9080	263.89***
γ leverage Additional response to negative shocks	0.0111	1.00

V-Lab

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