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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.1687	12.19***
α ARCH Response to squared shocks	0.1100	3.48***
β GARCH Volatility persistence	0.8489	95.59***
γ leverage Additional response to negative shocks	-0.0024	-0.04

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Modular Medical Inc GJR-GARCH Volatility Analysis

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Volatility Forecast

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