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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0544	15.28***
α ARCH Response to squared shocks	0.0613	12.52***
β GARCH Volatility persistence	0.8992	223.56***
γ leverage Additional response to negative shocks	0.0441	3.62***

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ParkerVision Inc GJR-GARCH Volatility Analysis

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