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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0341	14.65***
α ARCH Response to squared shocks	0.0229	15.08***
β GARCH Volatility persistence	0.9289	509.01***
γ leverage Additional response to negative shocks	0.0853	19.65***

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Home Depot Inc/The GJR-GARCH Volatility Analysis

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