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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.9737	19.60***
α ARCH Response to squared shocks	0.0564	6.89***
β GARCH Volatility persistence	0.4643	18.82***
γ leverage Additional response to negative shocks	0.1832	7.62***

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Getinge Ab Publ GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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