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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	6.82***
α ARCH Response to squared shocks	0.1871	9.65***
β GARCH Volatility persistence	0.7860	52.37***
γ leverage Additional response to negative shocks	0.0295	0.48

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Alpha Compute Corp GJR-GARCH Volatility Analysis

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Volatility Forecast

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