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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1088	10.81***
α ARCH Response to squared shocks	0.0167	10.55***
β GARCH Volatility persistence	0.9478	441.66***
γ leverage Additional response to negative shocks	0.0548	11.92***

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Everforth Inc GJR-GARCH Volatility Analysis

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