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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5562	5.40***
α ARCH Response to squared shocks	0.1960	3.05***
β GARCH Volatility persistence	0.6864	16.92***
γ leverage Additional response to negative shocks	-0.1679	-2.27**

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GMO TECH Holdings Inc GJR-GARCH Volatility Analysis

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