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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1195	15.28***
α ARCH Response to squared shocks	0.1218	13.61***
β GARCH Volatility persistence	0.7786	76.43***
γ leverage Additional response to negative shocks	0.0193	1.20

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Him Teknoforge Ltd GJR-GARCH Volatility Analysis

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