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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0478	22.77***
α ARCH Response to squared shocks	0.0271	6.36***
β GARCH Volatility persistence	0.8350	269.08***
γ leverage Additional response to negative shocks	0.1906	20.23***

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Swiss Market Index GJR-GARCH Volatility Analysis

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