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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.2286	8.05***
α ARCH Response to squared shocks	0.1746	11.97***
β GARCH Volatility persistence	0.8096	65.26***
γ leverage Additional response to negative shocks	0.0316	1.10

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Zhongchao Inc GJR-GARCH Volatility Analysis

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