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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1551	20.84***
α ARCH Response to squared shocks	0.0528	16.06***
β GARCH Volatility persistence	0.8676	215.27***
γ leverage Additional response to negative shocks	0.1031	12.01***

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Interactive Brokers Group Inc GJR-GARCH Volatility Analysis

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Volatility Forecast

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