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Param	Value	t-stat
ωconst	0.0645	2.73***
αARCH	0.0355	3.44***
βGARCH	0.9638	132.10***
γleverage	-0.0129	-0.93

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0645	2.73***
α ARCH Response to squared shocks	0.0355	3.44***
β GARCH Volatility persistence	0.9638	132.10***
γ leverage Additional response to negative shocks	-0.0129	-0.93

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Daito Chemix Corp GJR-GARCH Volatility Analysis

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