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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0558	12.23***
α ARCH Response to squared shocks	0.0417	17.14***
β GARCH Volatility persistence	0.9251	492.32***
γ leverage Additional response to negative shocks	0.0553	10.51***

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Stewart Information Services Corp GJR-GARCH Volatility Analysis

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