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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.5236	4.47***
α ARCH Response to squared shocks	0.2348	2.46**
β GARCH Volatility persistence	0.4264	4.23***
γ leverage Additional response to negative shocks	-0.0625	-0.48

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Grayscale Avalanche Staking ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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