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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	5.56***
α ARCH Response to squared shocks	0.0854	3.94***
β GARCH Volatility persistence	0.8627	59.82***
γ leverage Additional response to negative shocks	0.0095	0.24

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Diginex Limited GJR-GARCH Volatility Analysis

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