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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0234	20.36***
α ARCH Response to squared shocks	0.0293	13.15***
β GARCH Volatility persistence	0.9214	548.79***
γ leverage Additional response to negative shocks	0.0770	17.85***

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S&P Asia 50 CME GJR-GARCH Volatility Analysis

Date Range:

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