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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0621	10.77***
α ARCH Response to squared shocks	0.0350	13.76***
β GARCH Volatility persistence	0.9646	533.81***
γ leverage Additional response to negative shocks	-0.0129	-3.75***

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Daito Chemix Corp GJR-GARCH Volatility Analysis

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