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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1780	24.53***
α ARCH Response to squared shocks	0.0541	21.58***
β GARCH Volatility persistence	0.8716	301.16***
γ leverage Additional response to negative shocks	0.0895	12.91***

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Kajima Corp GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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