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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1954	25.23***
α ARCH Response to squared shocks	0.0798	20.90***
β GARCH Volatility persistence	0.8504	260.86***
γ leverage Additional response to negative shocks	0.0710	8.64***

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Obayashi Corp GJR-GARCH Volatility Analysis

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