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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3931	8.29***
α ARCH Response to squared shocks	0.1202	9.56***
β GARCH Volatility persistence	0.8079	58.50***
γ leverage Additional response to negative shocks	-0.0397	-2.20**

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Zensho Holdings Co Ltd GJR-GARCH Volatility Analysis

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