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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0643	19.11***
α ARCH Response to squared shocks	0.0418	18.34***
β GARCH Volatility persistence	0.9147	407.26***
γ leverage Additional response to negative shocks	0.0574	11.34***

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International Paper Co GJR-GARCH Volatility Analysis

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Volatility Forecast

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