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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1321	6.54***
α ARCH Response to squared shocks	0.0220	4.45***
β GARCH Volatility persistence	0.9736	283.77***
γ leverage Additional response to negative shocks	-0.0064	-1.39

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AGNT Inc GJR-GARCH Volatility Analysis

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Volatility Forecast

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