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Parameter	Value	t-statistic
ω const Unconditional variance weight	11.4907	6.48***
α ARCH Response to squared shocks	0.1671	5.33***
β GARCH Volatility persistence	0.1536	8.50***
γ leverage Additional response to negative shocks	-3.5084	-5.52***

V-Lab

City of London Investment Group PLC AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other City of London Investment Group PLC Analyses