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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.5042	20.73***
α ARCH Response to squared shocks	0.1147	6.46***
β GARCH Volatility persistence	0.1666	5.93***
γ leverage Additional response to negative shocks	0.1475	2.50**

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Kyoritsu Maintenance Co Ltd GJR-GARCH Volatility Analysis

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