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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9642	19.79***
α ARCH Response to squared shocks	0.1543	19.89***
β GARCH Volatility persistence	0.8103	142.13***
γ leverage Additional response to negative shocks	0.0221	1.58

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Leonardo Drs Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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