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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4891	19.57***
α ARCH Response to squared shocks	0.1867	13.30***
β GARCH Volatility persistence	0.6540	53.60***
γ leverage Additional response to negative shocks	0.0495	1.71*

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Fujipream Corp GJR-GARCH Volatility Analysis

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