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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5398	8.53***
α ARCH Response to squared shocks	0.2203	12.00***
β GARCH Volatility persistence	0.7357	36.81***
γ leverage Additional response to negative shocks	0.0463	1.46

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IEC Education Ltd GJR-GARCH Volatility Analysis

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