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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2563	23.60***
α ARCH Response to squared shocks	0.0861	16.17***
β GARCH Volatility persistence	0.8288	192.44***
γ leverage Additional response to negative shocks	0.0823	8.09***

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Shimizu Corp GJR-GARCH Volatility Analysis

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