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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	8.60***
α ARCH Response to squared shocks	0.0301	2.44**
β GARCH Volatility persistence	0.6095	15.13***
γ leverage Additional response to negative shocks	0.0933	3.17***

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Onterris Inc GJR-GARCH Volatility Analysis

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