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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0561	3.36***
α ARCH Response to squared shocks	0.2299	4.14***
β GARCH Volatility persistence	0.7606	26.38***
γ leverage Additional response to negative shocks	0.0190	0.14

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Liberty Defense Holdings Ltd GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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