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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0235	15.40***
α ARCH Response to squared shocks	0.1593	17.67***
β GARCH Volatility persistence	0.7052	65.52***
γ leverage Additional response to negative shocks	0.0360	2.33**

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Obara Group Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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