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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9755	19.84***
α ARCH Response to squared shocks	0.1543	19.86***
β GARCH Volatility persistence	0.8097	141.56***
γ leverage Additional response to negative shocks	0.0224	1.60

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Leonardo Drs Inc GJR-GARCH Volatility Analysis

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