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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0963	15.76***
α ARCH Response to squared shocks	0.0238	18.00***
β GARCH Volatility persistence	0.9555	835.23***
γ leverage Additional response to negative shocks	0.0286	9.59***

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Micron Technology Inc GJR-GARCH Volatility Analysis

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