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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6252	3.39***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8840	90.10***
γ leverage Additional response to negative shocks	0.1529	6.63***

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Samhallsbygg I Nor GJR-GARCH Volatility Analysis

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