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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.5323	20.81***
α ARCH Response to squared shocks	0.1167	6.48***
β GARCH Volatility persistence	0.1488	5.25***
γ leverage Additional response to negative shocks	0.1530	2.57**

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Kyoritsu Maintenance Co Ltd GJR-GARCH Volatility Analysis

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