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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	5.40***
α ARCH Response to squared shocks	0.3318	2.21**
β GARCH Volatility persistence	0.1612	1.55
γ leverage Additional response to negative shocks	-0.2948	-1.83*

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BOYD GROUP SERVICES INC GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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