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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0302	12.27***
α ARCH Response to squared shocks	0.0106	3.15***
β GARCH Volatility persistence	0.8910	409.09***
γ leverage Additional response to negative shocks	0.1479	19.39***

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Dow Jones Euro Stoxx Index GJR-GARCH Volatility Analysis

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