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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0410	18.66***
α ARCH Response to squared shocks	0.0551	19.26***
β GARCH Volatility persistence	0.9082	458.91***
γ leverage Additional response to negative shocks	0.0606	10.74***

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Daiwa House Industry Co Ltd GJR-GARCH Volatility Analysis

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