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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6814	12.08***
α ARCH Response to squared shocks	0.1648	10.55***
β GARCH Volatility persistence	0.6775	38.75***
γ leverage Additional response to negative shocks	0.0175	0.62

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Planetel Spa GJR-GARCH Volatility Analysis

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