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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2066	0.42
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9424	36.72***
γ leverage Additional response to negative shocks	0.1152	2.85***

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Buda Juice Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Buda Juice Inc Analyses