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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0280	4.20***
α ARCH Response to squared shocks	0.1099	3.42***
β GARCH Volatility persistence	0.8859	99.95***
γ leverage Additional response to negative shocks	0.0084	0.20

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Principal Focused Blue Chip ETF GJR-GARCH Volatility Analysis

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