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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1577	17.76***
α ARCH Response to squared shocks	0.0653	21.90***
β GARCH Volatility persistence	0.8723	264.67***
γ leverage Additional response to negative shocks	0.0778	10.99***

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Taisei Corp GJR-GARCH Volatility Analysis

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