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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3264	10.48***
α ARCH Response to squared shocks	0.0945	10.40***
β GARCH Volatility persistence	0.8408	72.16***
γ leverage Additional response to negative shocks	-0.0394	-3.06***

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AV Concept Holdings Ltd GJR-GARCH Volatility Analysis

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