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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0043	1.96**
α ARCH Response to squared shocks	0.0753	6.56***
β GARCH Volatility persistence	0.9624	137.13***
γ leverage Additional response to negative shocks	-0.0753	-4.76***

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Boost Run Inc GJR-GARCH Volatility Analysis

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