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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1639	21.79***
α ARCH Response to squared shocks	0.0553	16.09***
β GARCH Volatility persistence	0.8619	212.55***
γ leverage Additional response to negative shocks	0.1055	11.94***

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Interactive Brokers Group Inc GJR-GARCH Volatility Analysis

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