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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6237	9.80***
α ARCH Response to squared shocks	0.1623	11.25***
β GARCH Volatility persistence	0.7882	55.17***
γ leverage Additional response to negative shocks	0.0136	0.52

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XtalPi Holdings Ltd GJR-GARCH Volatility Analysis

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Parameter Estimates

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