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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6222	2.29**
α ARCH Response to squared shocks	0.0491	3.41***
β GARCH Volatility persistence	0.9391	68.46***
γ leverage Additional response to negative shocks	0.0235	1.13

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Global Mofy AI Ltd GJR-GARCH Volatility Analysis

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