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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7077	12.38***
α ARCH Response to squared shocks	0.1667	10.54***
β GARCH Volatility persistence	0.6713	38.05***
γ leverage Additional response to negative shocks	0.0131	0.46

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Planetel Spa GJR-GARCH Volatility Analysis

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