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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	8.02***
α ARCH Response to squared shocks	0.0652	5.71***
β GARCH Volatility persistence	0.8222	45.34***
γ leverage Additional response to negative shocks	-0.0102	-0.45

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Keel Infrastructure Corp GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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