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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1389	6.34***
α ARCH Response to squared shocks	0.0342	2.11**
β GARCH Volatility persistence	0.8797	65.49***
γ leverage Additional response to negative shocks	0.0976	2.35**

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KraneShares Public-Private AI & Technology ETF GJR-GARCH Volatility Analysis

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