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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1694	11.08***
α ARCH Response to squared shocks	0.0532	12.72***
β GARCH Volatility persistence	0.8740	155.62***
γ leverage Additional response to negative shocks	0.0580	5.16***

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Akita Bank Ltd GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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