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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0726	15.83***
α ARCH Response to squared shocks	0.0497	20.92***
β GARCH Volatility persistence	0.9301	459.77***
γ leverage Additional response to negative shocks	0.0150	2.95***

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Ford Motor Co GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ford Motor Co Analyses