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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.9771	4.50***
α ARCH Response to squared shocks	0.5672	8.57***
β GARCH Volatility persistence	0.3542	2.74***
γ leverage Additional response to negative shocks	0.1442	2.71***

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City of London Investment Group PLC EGARCH Volatility Analysis

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