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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4294	14.12***
α ARCH Response to squared shocks	0.0511	10.17***
β GARCH Volatility persistence	0.8709	160.96***
γ leverage Additional response to negative shocks	0.0459	4.17***

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Grupo Carso Sab De Cv GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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