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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1381	13.31***
α ARCH Response to squared shocks	0.0303	10.40***
β GARCH Volatility persistence	0.9584	420.54***
γ leverage Additional response to negative shocks	0.0009	0.18

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Tesla Inc GJR-GARCH Volatility Analysis

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