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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5448	26.93***
α ARCH Response to squared shocks	0.2849	5.70***
β GARCH Volatility persistence	0.0506	3.10***
γ leverage Additional response to negative shocks	0.7519	5.16***

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Nestle SA GJR-GARCH Volatility Analysis

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