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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.2336	4.24***
α ARCH Response to squared shocks	0.2406	5.20***
β GARCH Volatility persistence	0.8325	52.68***
γ leverage Additional response to negative shocks	-0.1460	-3.13***

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MindForge Inc GJR-GARCH Volatility Analysis

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