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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0841	9.47***
α ARCH Response to squared shocks	0.0326	11.37***
β GARCH Volatility persistence	0.9446	528.01***
γ leverage Additional response to negative shocks	0.0377	6.19***

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African Rainbow Minerals Ltd GJR-GARCH Volatility Analysis

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