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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0866	16.63***
α ARCH Response to squared shocks	0.0485	19.52***
β GARCH Volatility persistence	0.8956	355.69***
γ leverage Additional response to negative shocks	0.0856	12.54***

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COMSYS Holdings Corp GJR-GARCH Volatility Analysis

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News Impact Curve

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