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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.7030	10.05***
α ARCH Response to squared shocks	0.1585	11.28***
β GARCH Volatility persistence	0.7838	55.05***
γ leverage Additional response to negative shocks	0.0255	0.95

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XtalPi Holdings Ltd GJR-GARCH Volatility Analysis

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