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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1713	11.10***
α ARCH Response to squared shocks	0.0529	12.70***
β GARCH Volatility persistence	0.8732	154.01***
γ leverage Additional response to negative shocks	0.0588	5.23***

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Akita Bank Ltd GJR-GARCH Volatility Analysis

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Volatility Forecast

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