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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0783	3.28***
α ARCH Response to squared shocks	0.0949	7.24***
β GARCH Volatility persistence	0.8801	146.12***
γ leverage Additional response to negative shocks	0.0500	1.55

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System1 Inc GJR-GARCH Volatility Analysis

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Volatility Forecast

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