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Param	Value	t-stat
ωconst	0.1099	3.64***
αARCH	0.1018	4.74***
βGARCH	0.9078	77.05***
γleverage	-0.0191	-0.59

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1099	3.64***
α ARCH Response to squared shocks	0.1018	4.74***
β GARCH Volatility persistence	0.9078	77.05***
γ leverage Additional response to negative shocks	-0.0191	-0.59

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APT Satellite Holdings Ltd GJR-GARCH Volatility Analysis

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