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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6509	21.29***
α ARCH Response to squared shocks	0.1631	15.98***
β GARCH Volatility persistence	0.7708	94.98***
γ leverage Additional response to negative shocks	-0.0160	-0.91

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Ballard Power Systems Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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