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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0200	9.38***
α ARCH Response to squared shocks	0.0318	14.70***
β GARCH Volatility persistence	0.9667	616.53***
γ leverage Additional response to negative shocks	-0.0015	-0.51

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Intel Corp GJR-GARCH Volatility Analysis

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Volatility Forecast

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