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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0607	12.81***
α ARCH Response to squared shocks	0.1567	18.93***
β GARCH Volatility persistence	0.8824	183.69***
γ leverage Additional response to negative shocks	-0.0782	-7.55***

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MERF Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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