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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	4.77***
α ARCH Response to squared shocks	0.1171	3.64***
β GARCH Volatility persistence	0.7842	34.15***
γ leverage Additional response to negative shocks	0.0293	0.42

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Shengfeng Development Ltd GJR-GARCH Volatility Analysis

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News Impact Curve

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