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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4341	5.46***
α ARCH Response to squared shocks	0.5486	4.90***
β GARCH Volatility persistence	0.6065	16.12***
γ leverage Additional response to negative shocks	-0.3791	-2.91***

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Liberty Defense Holdings Ltd GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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