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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0553	12.65***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9567	560.11***
γ leverage Additional response to negative shocks	0.0585	18.17***

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Capgemini Se GJR-GARCH Volatility Analysis

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