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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1314	19.80***
α ARCH Response to squared shocks	0.0719	19.00***
β GARCH Volatility persistence	0.8856	260.39***
γ leverage Additional response to negative shocks	0.0354	4.86***

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Hu Group Holdings Inc GJR-GARCH Volatility Analysis

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