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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2706	17.55***
α ARCH Response to squared shocks	0.1824	16.75***
β GARCH Volatility persistence	0.6974	57.85***
γ leverage Additional response to negative shocks	0.0293	1.66*

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Mep Infrastructure Dev Ltd GJR-GARCH Volatility Analysis

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