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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0607	21.22***
α ARCH Response to squared shocks	0.0468	20.44***
β GARCH Volatility persistence	0.9116	493.04***
γ leverage Additional response to negative shocks	0.0693	11.61***

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Nissan Motor Co Ltd GJR-GARCH Volatility Analysis

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News Impact Curve

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