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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0440	10.28***
α ARCH Response to squared shocks	0.0266	14.07***
β GARCH Volatility persistence	0.9365	489.80***
γ leverage Additional response to negative shocks	0.0521	9.58***

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Walt Disney Co/The GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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