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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0914	10.12***
α ARCH Response to squared shocks	0.0857	12.80***
β GARCH Volatility persistence	0.8851	326.97***
γ leverage Additional response to negative shocks	0.0549	3.89***

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Centiel AG GJR-GARCH Volatility Analysis

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