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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0873	9.45***
α ARCH Response to squared shocks	0.0295	12.56***
β GARCH Volatility persistence	0.9286	219.22***
γ leverage Additional response to negative shocks	0.0389	6.82***

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Alphabet Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Alphabet Inc Analyses