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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0429	12.72***
α ARCH Response to squared shocks	0.0398	16.59***
β GARCH Volatility persistence	0.9512	701.97***
γ leverage Additional response to negative shocks	0.0096	2.07**

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Goldcrest Co Ltd GJR-GARCH Volatility Analysis

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Volatility Forecast

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