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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	7.67***
α ARCH Response to squared shocks	0.1234	4.52***
β GARCH Volatility persistence	0.4737	9.62***
γ leverage Additional response to negative shocks	-0.0402	-0.94

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Avon Technologies PLC GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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