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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0725	15.79***
α ARCH Response to squared shocks	0.0497	20.87***
β GARCH Volatility persistence	0.9301	457.96***
γ leverage Additional response to negative shocks	0.0151	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