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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.4852	24.37***
α ARCH Response to squared shocks	0.1835	24.04***
β GARCH Volatility persistence	0.8110	172.38***
γ leverage Additional response to negative shocks	-0.1698	-20.55***

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SMI Volatility Index GJR-GARCH Volatility Analysis

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