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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	5.36***
α ARCH Response to squared shocks	0.4056	3.57***
β GARCH Volatility persistence	0.4438	5.44***
γ leverage Additional response to negative shocks	-0.3790	-2.79***

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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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