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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0648	5.93***
α ARCH Response to squared shocks	0.0932	10.92***
β GARCH Volatility persistence	0.9188	213.03***
γ leverage Additional response to negative shocks	-0.0391	-3.96***

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Meiko Trans Co Ltd GJR-GARCH Volatility Analysis

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