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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4156	6.21***
α ARCH Response to squared shocks	0.0793	4.10***
β GARCH Volatility persistence	0.7872	32.65***
γ leverage Additional response to negative shocks	-0.0292	-1.02

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XTB S A GJR-GARCH Volatility Analysis

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