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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1519	17.15***
α ARCH Response to squared shocks	0.0482	19.57***
β GARCH Volatility persistence	0.9308	531.89***
γ leverage Additional response to negative shocks	0.0255	5.18***

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Hovnanian Enterprises Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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