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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3192	4.68***
α ARCH Response to squared shocks	0.1669	35.36***
β GARCH Volatility persistence	0.7939	62.68***
γ leverage Additional response to negative shocks	-0.1008	-3.38***

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Virgo Global Ltd AGARCH Volatility Analysis

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