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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3386	5.40***
α ARCH Response to squared shocks	0.1477	8.21***
β GARCH Volatility persistence	0.8294	61.21***
γ leverage Additional response to negative shocks	-0.0317	-1.27

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XXF Group Holdings Ltd GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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