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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	4.11***
α ARCH Response to squared shocks	0.1498	5.31***
β GARCH Volatility persistence	0.7135	21.90***
γ leverage Additional response to negative shocks	0.0668	0.95

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Guoxia Technology Co Ltd GJR-GARCH Volatility Analysis

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