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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.2343	21.90***
α ARCH Response to squared shocks	0.3388	9.01***
β GARCH Volatility persistence	0.2048	7.60***
γ leverage Additional response to negative shocks	0.0307	0.51

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Bellini Nautica S P A GJR-GARCH Volatility Analysis

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