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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1491	14.51***
α ARCH Response to squared shocks	0.0604	16.27***
β GARCH Volatility persistence	0.8902	193.61***
γ leverage Additional response to negative shocks	0.0507	6.67***

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Inpex Corp GJR-GARCH Volatility Analysis

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