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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.2238	2.34**
α ARCH Response to squared shocks	0.0944	3.85***
β GARCH Volatility persistence	0.9150	44.85***
γ leverage Additional response to negative shocks	-0.0476	-2.43**

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TOP Kingwin Ltd GJR-GARCH Volatility Analysis

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