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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0041	1.99**
α ARCH Response to squared shocks	0.0713	6.49***
β GARCH Volatility persistence	0.9644	132.32***
γ leverage Additional response to negative shocks	-0.0713	-4.06***

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Boost Run Inc GJR-GARCH Volatility Analysis

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