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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0458	12.72***
α ARCH Response to squared shocks	0.0273	20.82***
β GARCH Volatility persistence	0.9532	805.07***
γ leverage Additional response to negative shocks	0.0315	9.80***

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Applied Materials Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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