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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2616	9.05***
α ARCH Response to squared shocks	0.0089	3.56***
β GARCH Volatility persistence	0.8480	91.35***
γ leverage Additional response to negative shocks	0.1156	8.62***

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Unipol Assicurazioni SpA GJR-GARCH Volatility Analysis

Date Range:

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