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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0362	14.50***
α ARCH Response to squared shocks	0.0402	14.57***
β GARCH Volatility persistence	0.9333	546.76***
γ leverage Additional response to negative shocks	0.0495	8.90***

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AES Corp/VA GJR-GARCH Volatility Analysis

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