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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	1.99**
α ARCH Response to squared shocks	0.1045	1.51
β GARCH Volatility persistence	0.7172	13.87***
γ leverage Additional response to negative shocks	0.3567	1.14

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Inlif Ltd GJR-GARCH Volatility Analysis

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