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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	3.92***
α ARCH Response to squared shocks	0.1657	3.37***
β GARCH Volatility persistence	0.4564	4.63***
γ leverage Additional response to negative shocks	0.1176	1.01

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Busy Ming Group Co Ltd GJR-GARCH Volatility Analysis

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