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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7091	18.38***
α ARCH Response to squared shocks	0.0969	17.47***
β GARCH Volatility persistence	0.8817	221.88***
γ leverage Additional response to negative shocks	0.0080	0.81

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Big Sky Industrial Inc GJR-GARCH Volatility Analysis

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