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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0371	13.14***
α ARCH Response to squared shocks	0.0291	15.13***
β GARCH Volatility persistence	0.9439	464.28***
γ leverage Additional response to negative shocks	0.0317	8.01***

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International Business Machines Corp GJR-GARCH Volatility Analysis

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