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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.7443	19.61***
α ARCH Response to squared shocks	0.3376	13.52***
β GARCH Volatility persistence	0.5649	41.41***
γ leverage Additional response to negative shocks	0.0092	0.25

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Paysafe Group Ltd GJR-GARCH Volatility Analysis

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