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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.6536	20.71***
α ARCH Response to squared shocks	0.1908	11.52***
β GARCH Volatility persistence	0.3883	17.17***
γ leverage Additional response to negative shocks	-0.0142	-0.55

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NETGEAR Inc GJR-GARCH Volatility Analysis

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