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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0387	10.03***
α ARCH Response to squared shocks	0.0231	17.29***
β GARCH Volatility persistence	0.9633	723.72***
γ leverage Additional response to negative shocks	0.0215	8.00***

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Neogen Corp GJR-GARCH Volatility Analysis

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Volatility Forecast

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