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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6621	19.44***
α ARCH Response to squared shocks	0.0824	12.93***
β GARCH Volatility persistence	0.7535	76.57***
γ leverage Additional response to negative shocks	0.0672	5.21***

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HBL Engineering Ltd GJR-GARCH Volatility Analysis

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