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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.5282	20.84***
α ARCH Response to squared shocks	0.1145	6.49***
β GARCH Volatility persistence	0.1559	5.53***
γ leverage Additional response to negative shocks	0.1537	2.59***

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Kyoritsu Maintenance Co Ltd GJR-GARCH Volatility Analysis

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