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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0456	12.65***
α ARCH Response to squared shocks	0.0273	20.81***
β GARCH Volatility persistence	0.9533	806.48***
γ leverage Additional response to negative shocks	0.0315	9.81***

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Applied Materials Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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