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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	3.34***
α ARCH Response to squared shocks	0.0607	3.41***
β GARCH Volatility persistence	0.8793	54.16***
γ leverage Additional response to negative shocks	0.1117	1.75*

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Autozi Internet Technology Global Ltd GJR-GARCH Volatility Analysis

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