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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4698	5.46***
α ARCH Response to squared shocks	0.0625	3.34***
β GARCH Volatility persistence	0.8661	58.65***
γ leverage Additional response to negative shocks	0.0548	1.18

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Fidelity WSE Orgn Bitcoin FD GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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