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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	9.72***
α ARCH Response to squared shocks	0.2527	5.00***
β GARCH Volatility persistence	0.7243	39.67***
γ leverage Additional response to negative shocks	0.0459	0.68

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Society Pass Inc GJR-GARCH Volatility Analysis

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Volatility Forecast

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