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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.2678	8.08***
α ARCH Response to squared shocks	0.1257	2.64***
β GARCH Volatility persistence	0.6992	26.62***
γ leverage Additional response to negative shocks	-0.1257	-3.04***

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Guangdong Tianyu Semiconductor Co Ltd GJR-GARCH Volatility Analysis

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