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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2760	8.84***
α ARCH Response to squared shocks	0.2506	3.32***
β GARCH Volatility persistence	0.5420	12.39***
γ leverage Additional response to negative shocks	-0.0740	-0.83

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Atmus Filtration Technls Inc GJR-GARCH Volatility Analysis

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