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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.7705	7.30***
α ARCH Response to squared shocks	0.0803	3.91***
β GARCH Volatility persistence	0.7409	28.58***
γ leverage Additional response to negative shocks	-0.0211	-0.64

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XTB S A GJR-GARCH Volatility Analysis

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