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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0689	9.17***
α ARCH Response to squared shocks	0.0593	10.76***
β GARCH Volatility persistence	0.9328	289.32***
γ leverage Additional response to negative shocks	0.0055	0.55

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Flex LNG Ltd GJR-GARCH Volatility Analysis

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Volatility Forecast

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