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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0430	12.99***
α ARCH Response to squared shocks	0.0196	8.74***
β GARCH Volatility persistence	0.9407	369.20***
γ leverage Additional response to negative shocks	0.0614	14.52***

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CVS Health Corp GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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