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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	12.1215	7.11***
α ARCH Response to squared shocks	0.1676	5.00***
β GARCH Volatility persistence	0.1584	8.57***
γ leverage Additional response to negative shocks	-2.6908	-3.61***

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City of London Investment Group PLC AGARCH Volatility Analysis

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