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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8740	7.31***
α ARCH Response to squared shocks	0.0403	2.53**
β GARCH Volatility persistence	0.7775	26.20***
γ leverage Additional response to negative shocks	0.0543	1.93*

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Moreld AS GJR-GARCH Volatility Analysis

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Volatility Forecast

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