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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1215	3.44***
α ARCH Response to squared shocks	0.0230	1.85*
β GARCH Volatility persistence	0.9756	190.21***
γ leverage Additional response to negative shocks	-0.0064	-0.39

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BEVEST ASA GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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