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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9319	20.14***
α ARCH Response to squared shocks	0.2591	18.87***
β GARCH Volatility persistence	0.7590	128.91***
γ leverage Additional response to negative shocks	-0.1148	-6.07***

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Nj Holdings Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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