This is a method that Rockstar themselves tell us on their official page. It doesn't resolve the problem 100% of the times but it does make things better 80% of the times.
Related Link: https://support.rockstargames.com/hc/...
You can also try putting your PS4 / Xbox IP address in DMZ Host settings on your router. Also try to make sure there is no latency on your internet connection. ( • GTA Online - How to fix Connection Issues ... ) New Method
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