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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1921	9.35***
α ARCH Response to squared shocks	0.2031	6.67***
β GARCH Volatility persistence	0.8023	58.49***
γ leverage Additional response to negative shocks	-0.1239	-3.74***

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Inventiva SA GJR-GARCH Volatility Analysis

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