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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3623	6.79***
α ARCH Response to squared shocks	0.1185	10.97***
β GARCH Volatility persistence	0.9265	269.27***
γ leverage Additional response to negative shocks	-0.0902	-5.30***

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T-Bull SA GJR-GARCH Volatility Analysis

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