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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1381	12.55***
α ARCH Response to squared shocks	0.0286	13.19***
β GARCH Volatility persistence	0.9493	386.54***
γ leverage Additional response to negative shocks	0.0138	2.79***

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Monotaro Co Ltd GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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