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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	1.92*
α ARCH Response to squared shocks	0.0938	0.97
β GARCH Volatility persistence	0.7391	12.49***
γ leverage Additional response to negative shocks	0.3343	0.76

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Inlif Ltd GJR-GARCH Volatility Analysis

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