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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4321	11.79***
α ARCH Response to squared shocks	0.0664	10.28***
β GARCH Volatility persistence	0.8493	114.41***
γ leverage Additional response to negative shocks	0.1017	6.11***

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Landi Renzo SPA GJR-GARCH Volatility Analysis

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