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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6620	17.37***
α ARCH Response to squared shocks	0.1783	10.29***
β GARCH Volatility persistence	0.6533	41.99***
γ leverage Additional response to negative shocks	0.0263	1.10

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Tate & Lyle Plc GJR-GARCH Volatility Analysis

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