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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4354	4.83***
α ARCH Response to squared shocks	0.0878	3.96***
β GARCH Volatility persistence	0.9258	126.62***
γ leverage Additional response to negative shocks	-0.0273	-0.98

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Bitcoin Depot Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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