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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.0288	5.56***
α ARCH Response to squared shocks	0.0806	5.40***
β GARCH Volatility persistence	0.7387	18.44***
γ leverage Additional response to negative shocks	-0.0323	-1.52

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Oxford Nanopore Technologies GJR-GARCH Volatility Analysis

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