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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1315	19.77***
α ARCH Response to squared shocks	0.0719	18.98***
β GARCH Volatility persistence	0.8854	259.56***
γ leverage Additional response to negative shocks	0.0358	4.91***

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Hu Group Holdings Inc GJR-GARCH Volatility Analysis

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