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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0672	19.34***
α ARCH Response to squared shocks	0.0273	9.09***
β GARCH Volatility persistence	0.9162	327.21***
γ leverage Additional response to negative shocks	0.0646	11.38***

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DHL Group GJR-GARCH Volatility Analysis

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