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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	6.71***
α ARCH Response to squared shocks	0.0288	2.38**
β GARCH Volatility persistence	0.6525	14.57***
γ leverage Additional response to negative shocks	0.0557	2.34**

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Onterris Inc GJR-GARCH Volatility Analysis

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