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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0000	5.09***
α ARCH Response to squared shocks	0.6804	17.13***
β GARCH Volatility persistence	0.0396	0.64
γ leverage Additional response to negative shocks	-0.0210	-0.28
δ power Transformation power	0.5000	7.71***

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City of London Investment Group PLC APARCH Volatility Analysis

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