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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.8323	12.43***
α ARCH Response to squared shocks	0.2202	8.03***
β GARCH Volatility persistence	0.3141	10.23***
γ leverage Additional response to negative shocks	0.0518	1.29

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Adani Green Energy GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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