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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5846	5.97***
α ARCH Response to squared shocks	0.1420	5.34***
β GARCH Volatility persistence	0.6943	17.69***
γ leverage Additional response to negative shocks	-0.0115	-0.28

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Inmocemento S A GJR-GARCH Volatility Analysis

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