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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1842	5.96***
α ARCH Response to squared shocks	0.1305	6.36***
β GARCH Volatility persistence	0.7747	26.64***
γ leverage Additional response to negative shocks	0.1897	1.24

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QVC Group Inc GJR-GARCH Volatility Analysis

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