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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	2.87***
α ARCH Response to squared shocks	0.1718	6.67***
β GARCH Volatility persistence	0.5738	7.36***

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City of London Investment Group PLC GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other City of London Investment Group PLC Analyses