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Param	Value	t-stat
ωconst	0.0632	2.72***
αARCH	0.0353	3.46***
βGARCH	0.9643	133.92***
γleverage	-0.0131	-0.94

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0632	2.72***
α ARCH Response to squared shocks	0.0353	3.46***
β GARCH Volatility persistence	0.9643	133.92***
γ leverage Additional response to negative shocks	-0.0131	-0.94

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Daito Chemix Corp GJR-GARCH Volatility Analysis

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