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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.6302	7.10***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.4398	13.28***
γ leverage Additional response to negative shocks	0.5589	2.97***

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Wealthfront Corp GJR-GARCH Volatility Analysis

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