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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.1183	12.89***
α ARCH Response to squared shocks	0.5571	8.15***
β GARCH Volatility persistence	0.4839	23.86***
γ leverage Additional response to negative shocks	-0.2783	-3.12***

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Chegg Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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