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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	7.38***
α ARCH Response to squared shocks	0.1619	4.67***
β GARCH Volatility persistence	0.7640	56.90***
γ leverage Additional response to negative shocks	0.1083	1.25

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Niki BioSolutions Inc GJR-GARCH Volatility Analysis

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