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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3109	4.48***
α ARCH Response to squared shocks	0.1695	20.68***
β GARCH Volatility persistence	0.7998	60.13***
γ leverage Additional response to negative shocks	-0.0145	-1.40

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Virgo Global Ltd GJR-GARCH Volatility Analysis

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