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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4312	11.74***
α ARCH Response to squared shocks	0.0660	10.25***
β GARCH Volatility persistence	0.8495	114.72***
γ leverage Additional response to negative shocks	0.1027	6.18***

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Landi Renzo SPA GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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