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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5524	5.31***
α ARCH Response to squared shocks	0.2099	2.97***
β GARCH Volatility persistence	0.6806	16.30***
γ leverage Additional response to negative shocks	-0.1818	-2.26**

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GMO TECH Holdings Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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