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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.0642	20.59***
α ARCH Response to squared shocks	0.3457	9.42***
β GARCH Volatility persistence	0.2383	8.61***
γ leverage Additional response to negative shocks	0.0109	0.19

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Bellini Nautica S P A GJR-GARCH Volatility Analysis

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News Impact Curve

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