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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	7.56***
α ARCH Response to squared shocks	0.1224	4.47***
β GARCH Volatility persistence	0.4775	9.63***
γ leverage Additional response to negative shocks	-0.0408	-0.95

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Avon Technologies PLC GJR-GARCH Volatility Analysis

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