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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9924	19.94***
α ARCH Response to squared shocks	0.1551	19.79***
β GARCH Volatility persistence	0.8083	140.43***
γ leverage Additional response to negative shocks	0.0226	1.60

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Leonardo Drs Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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