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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6152	27.80***
α ARCH Response to squared shocks	0.4063	6.18***
β GARCH Volatility persistence	0.0274	2.09**
γ leverage Additional response to negative shocks	0.5031	3.70***

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Nestle SA GJR-GARCH Volatility Analysis

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