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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	1.49
α ARCH Response to squared shocks	0.0968	0.94
β GARCH Volatility persistence	0.7266	15.38***
γ leverage Additional response to negative shocks	0.3531	1.00

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Inlif Ltd GJR-GARCH Volatility Analysis

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News Impact Curve

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