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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3391	3.77***
α ARCH Response to squared shocks	0.0783	6.69***
β GARCH Volatility persistence	0.8518	56.90***
γ leverage Additional response to negative shocks	0.0383	1.70*

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Nexi S.P.A. GJR-GARCH Volatility Analysis

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