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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1445	14.52***
α ARCH Response to squared shocks	0.0369	11.80***
β GARCH Volatility persistence	0.9272	353.09***
γ leverage Additional response to negative shocks	0.0634	10.77***

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NVIDIA Corp GJR-GARCH Volatility Analysis

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