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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	13.58***
α ARCH Response to squared shocks	0.1685	9.81***
β GARCH Volatility persistence	0.7739	66.81***
γ leverage Additional response to negative shocks	-0.0013	-0.05

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Azio AI Holdings Inc GJR-GARCH Volatility Analysis

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