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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2615	0.84
α ARCH Response to squared shocks	0.0236	0.11
β GARCH Volatility persistence	0.8851	7.51***
γ leverage Additional response to negative shocks	-0.0236	-0.11

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Trulieve Cannabis Corp GJR-GARCH Volatility Analysis

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