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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2597	6.10***
α ARCH Response to squared shocks	0.2282	3.36***
β GARCH Volatility persistence	0.7859	63.76***
γ leverage Additional response to negative shocks	-0.0282	-0.40

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FAT Brands Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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