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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0387	11.54***
α ARCH Response to squared shocks	0.1256	17.64***
β GARCH Volatility persistence	0.8924	288.05***
γ leverage Additional response to negative shocks	-0.0470	-4.34***

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Iwatsuka Confectionery Co GJR-GARCH Volatility Analysis

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