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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3613	8.73***
α ARCH Response to squared shocks	0.1199	10.00***
β GARCH Volatility persistence	0.8195	69.73***
γ leverage Additional response to negative shocks	-0.0429	-2.49**

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Zensho Holdings Co Ltd GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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