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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0765	15.95***
α ARCH Response to squared shocks	0.0650	16.67***
β GARCH Volatility persistence	0.9145	245.56***
γ leverage Additional response to negative shocks	0.0115	1.61

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Katakura Chikkarin Co Ltd GJR-GARCH Volatility Analysis

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News Impact Curve

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Parameter Estimates

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