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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3463	17.87***
α ARCH Response to squared shocks	0.1456	15.32***
β GARCH Volatility persistence	0.8352	184.62***
γ leverage Additional response to negative shocks	-0.0104	-0.67

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Kudo Corp GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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