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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1723	20.92***
α ARCH Response to squared shocks	0.0657	20.29***
β GARCH Volatility persistence	0.8744	252.43***
γ leverage Additional response to negative shocks	0.0629	7.25***

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Nissui Corp GJR-GARCH Volatility Analysis

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