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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1916	17.43***
α ARCH Response to squared shocks	0.0732	17.03***
β GARCH Volatility persistence	0.8739	244.66***
γ leverage Additional response to negative shocks	0.0683	6.94***

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Mustek Ltd GJR-GARCH Volatility Analysis

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