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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9136	10.03***
α ARCH Response to squared shocks	0.0826	9.29***
β GARCH Volatility persistence	0.8555	91.89***
γ leverage Additional response to negative shocks	-0.0113	-0.86

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Etsy Inc GJR-GARCH Volatility Analysis

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Volatility Forecast

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