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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1965	25.26***
α ARCH Response to squared shocks	0.0801	20.94***
β GARCH Volatility persistence	0.8497	259.68***
γ leverage Additional response to negative shocks	0.0715	8.67***

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Obayashi Corp GJR-GARCH Volatility Analysis

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