How should one interpret GJR-GARCH results if the gamma coeffiecient comes insignificant but positive?

17 October 2021 0 624 Report

i performed gjrgarch model on russia stock market where the gamma coefficient in gjrgarch(1,1) model output is insignificant but positive.

"gamma1 -0.026240 0.033785 -0.77669 0.437340" how should i interpret this?

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