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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0489	8.17***
α ARCH Response to squared shocks	0.0152	10.52***
β GARCH Volatility persistence	0.9556	549.53***
γ leverage Additional response to negative shocks	0.0498	13.72***

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Exponent Inc GJR-GARCH Volatility Analysis

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Volatility Forecast

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