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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1132	17.41***
α ARCH Response to squared shocks	0.0539	20.14***
β GARCH Volatility persistence	0.8866	279.23***
γ leverage Additional response to negative shocks	0.0837	11.06***

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Nitta Corp GJR-GARCH Volatility Analysis

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