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Param	Value	t-stat
ωconst	0.1101	3.65***
αARCH	0.1016	4.74***
βGARCH	0.9079	77.06***
γleverage	-0.0189	-0.58

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1101	3.65***
α ARCH Response to squared shocks	0.1016	4.74***
β GARCH Volatility persistence	0.9079	77.06***
γ leverage Additional response to negative shocks	-0.0189	-0.58

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APT Satellite Holdings Ltd GJR-GARCH Volatility Analysis

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