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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0586	12.10***
α ARCH Response to squared shocks	0.1278	16.51***
β GARCH Volatility persistence	0.8616	220.41***
γ leverage Additional response to negative shocks	0.0212	1.44

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Canare Electric Co Ltd GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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