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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5780	5.25***
α ARCH Response to squared shocks	0.1747	2.66***
β GARCH Volatility persistence	0.7022	17.57***
γ leverage Additional response to negative shocks	-0.1580	-2.16**

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GMO TECH Holdings Inc GJR-GARCH Volatility Analysis

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