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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6471	2.85***
α ARCH Response to squared shocks	0.0499	3.26***
β GARCH Volatility persistence	0.9366	71.25***
γ leverage Additional response to negative shocks	0.0270	1.49

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Global Mofy AI Ltd GJR-GARCH Volatility Analysis

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