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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0221	21.43***
α ARCH Response to squared shocks	0.0090	3.54***
β GARCH Volatility persistence	0.8903	429.06***
γ leverage Additional response to negative shocks	0.1616	29.32***

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Wilshire 5000 Total Market Index GJR-GARCH Volatility Analysis

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