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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	7.49***
α ARCH Response to squared shocks	0.1576	4.70***
β GARCH Volatility persistence	0.7668	56.52***
γ leverage Additional response to negative shocks	0.1011	1.22

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Niki BioSolutions Inc GJR-GARCH Volatility Analysis

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