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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2776	0.49
α ARCH Response to squared shocks	0.1076	0.56
β GARCH Volatility persistence	0.8537	4.48***
γ leverage Additional response to negative shocks	-0.1076	-0.59

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Trulieve Cannabis Corp GJR-GARCH Volatility Analysis

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