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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0194	20.05***
α ARCH Response to squared shocks	0.0017	0.77
β GARCH Volatility persistence	0.9056	433.50***
γ leverage Additional response to negative shocks	0.1492	29.63***

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MSCI USA GJR-GARCH Volatility Analysis

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