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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0832	13.37***
α ARCH Response to squared shocks	0.0946	15.37***
β GARCH Volatility persistence	0.9032	310.06***
γ leverage Additional response to negative shocks	0.0044	0.49

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CAR Mate MFG Co Ltd GJR-GARCH Volatility Analysis

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