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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1911	17.41***
α ARCH Response to squared shocks	0.0730	17.01***
β GARCH Volatility persistence	0.8741	244.91***
γ leverage Additional response to negative shocks	0.0682	6.93***

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Mustek Ltd GJR-GARCH Volatility Analysis

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Volatility Forecast

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