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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0236	24.16***
α ARCH Response to squared shocks	0.1353	24.90***
β GARCH Volatility persistence	0.8121	194.34***
γ leverage Additional response to negative shocks	0.1011	9.47***

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Tokyo Stock Exchange REIT Index GJR-GARCH Volatility Analysis

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