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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1308	6.51***
α ARCH Response to squared shocks	0.0218	4.44***
β GARCH Volatility persistence	0.9738	287.35***
γ leverage Additional response to negative shocks	-0.0065	-1.41

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AGNT Inc GJR-GARCH Volatility Analysis

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Volatility Forecast

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