{
  "id": "D10-F03-A04",
  "title": "GJR-GARCH",
  "name": "independent-small-anchor",
  "input": {
    "returns": [
      -0.02,
      0.01,
      0
    ],
    "parameters": {
      "omega": 2e-06,
      "initial_variance": 0.0001,
      "alpha": 0.1,
      "beta": 0.8,
      "gamma": 0.1
    }
  },
  "expected": {
    "series.1.variance": 0.000162,
    "latest.variance": 0.0001416
  }
}