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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.0889	2.76***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.7034	9.19***
γ leverage Additional response to negative shocks	0.0893	1.43

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APR Co Ltd GJR-GARCH Volatility Analysis

Date Range:

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