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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0703	8.61***
α ARCH Response to squared shocks	0.0267	11.64***
β GARCH Volatility persistence	0.9710	566.52***
γ leverage Additional response to negative shocks	0.0006	0.13

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RF Industries Ltd GJR-GARCH Volatility Analysis

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Volatility Forecast

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