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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	14.49***
α ARCH Response to squared shocks	0.1529	10.18***
β GARCH Volatility persistence	0.7437	71.51***
γ leverage Additional response to negative shocks	-0.0282	-1.25

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ChronoScale Holdings Corp GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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