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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0605	4.42***
α ARCH Response to squared shocks	0.0025	4.56***
β GARCH Volatility persistence	0.9843	855.21***
γ leverage Additional response to negative shocks	0.0163	7.01***

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Netflix Inc GJR-GARCH Volatility Analysis

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